Least squares with inequality restrictions: a symmetric positive-definite linear complementarity problem algorithm

1987 ◽  
Vol 28 (2) ◽  
pp. 127-143 ◽  
Author(s):  
José M. Quintana† ◽  
O'Reilly J. Federico ◽  
Susana Gómez
Keyword(s):  
Least Squares ◽  
Linear Complementarity Problem ◽  
Complementarity Problem ◽  
Linear Complementarity ◽  
Positive Definite ◽  
Symmetric Positive Definite ◽  
Inequality Restrictions

scholarly journals Generalized SOR-Like Iteration Method for Linear Complementarity Problem

2020 ◽  
Vol 2020 ◽  
pp. 1-6
Author(s):  
Cui-Xia Li ◽  
Shi-Liang Wu
Keyword(s):  
Fixed Point ◽  
Linear Complementarity Problem ◽  
Iteration Method ◽  
Complementarity Problem ◽  
Numerical Experiments ◽  
Linear Complementarity ◽  
Positive Definite ◽  
Convergence Properties ◽  
Fixed Point Equation ◽  
Point Equation

In this paper, we present a generalized SOR-like iteration method to solve the non-Hermitian positive definite linear complementarity problem (LCP), which is obtained by reformulating equivalently the implicit fixed-point equation of the LCP as a two-by-two block nonlinear equation. The convergence properties of the generalized SOR-like iteration method are discussed under certain conditions. Numerical experiments show that the generalized SOR-like method is efficient, compared with the SOR-like method and the modulus-based SOR method.

Sign in / Sign up

Export Citation Format

Share Document