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Article
SOR-Like Methods for Non-Hermitian Positive Definite Linear Complementarity Problems
Advanced Modeling and Optimization (2013)
  • H Saberi Najafi, University of Guilan
  • SA Edalatpanah, University of Guilan
Abstract

Many problems in various scientific computing, operations research, management science and engineering areas can lead to the solution of a linear complementarity problem (LCP). This paper provides the efficient iterative algorithm for the large sparse Non-Hermitian positive definite systems of LCP, based on the splitting of the coefficient matrix and fixed-point principle. Also, the global convergence properties of the proposed method have been analyzed. Numerical results show the applicability of our method.

Keywords
  • Linear complementarity problem,
  • SOR method,
  • Non-Hermitian positive definite matrices.
Publication Date
Fall September 26, 2013
Citation Information
H Saberi Najafi and SA Edalatpanah. "SOR-Like Methods for Non-Hermitian Positive Definite Linear Complementarity Problems" Advanced Modeling and Optimization Vol. 15 Iss. 3 (2013)
Available at: http://works.bepress.com/sa_edalatpanah/14/