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The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems
Authors:Huan Ren  Xiang Wang  Xiao-Bin Tang  Teng Wang
Abstract:In this paper, we present a general two-sweep modulus-based iteration method to solve a class of linear complementarity problems. Convergence analysis shows that the general two-sweep modulus-based matrix splitting iteration method will converge to the exact solution of linear complementarity problem under appropriate conditions. Numerical experiments further show that the proposed methods are superior to the existing methods in actual implementation.
Keywords:Linear complementarity problem  Modulus-based matrix splitting iteration method  Two-sweep method  Convergence
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