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PROJECTIVE ITERATIVE METHODS FOR SOLVING LINEAR COMPLEMENTARITY PROBLEMS: A SURVEY
Author(s) : M. T. Yahyapour and S. A. Edalatpanah
Pages : [69] - [91]
Received : April 17, 2014; Revised July 14, 2014
Communicated by : Professor S. Ebrahimi Atani
Pages : [69] - [91]
Received : April 17, 2014; Revised July 14, 2014
Communicated by : Professor S. Ebrahimi Atani
Abstract
In this paper, we study some important models of projective iterative methods for linear complementarity problems (LCPs). These algorithms have simple and graceful structure and can be applied to other complementarity problems. Asymptotic convergence of the sequence generated by the method to the unique solution of this class of LCPs is established. Finally, numerical results are also given to illustrate the efficiency of these algorithms.
Keywords
linear complementarity problems, iterative methods, GAOR, MAOR, AOR, SOR, SSOR, Gauss-Seidel, H-matrix.