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A note on the convergence of the MSMAOR method for linear complementarity problems
Author(s) -
Cvetković Ljiljana,
Kostić Vladimir
Publication year - 2014
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1896
Subject(s) - complementarity (molecular biology) , mathematics , linear complementarity problem , convergence (economics) , linear algebra , mixed complementarity problem , modulus , relaxation (psychology) , linear system , complementarity theory , iterative method , algorithm , mathematical analysis , nonlinear system , geometry , genetics , physics , quantum mechanics , economics , biology , economic growth , psychology , social psychology
SUMMARY Modulus‐based splitting, as well as multisplitting iteration methods, for linear complementarity problems are developed by Zhong‐Zhi Bai. In related papers (see Bai, Z.‐Z., Zhang, L.‐L.: Modulus‐Based Synchronous Multisplitting Iteration Methods for Linear Complementarity Problems . Numerical Linear Algebra with Applications 20 (2013) 425–439, and the references cited therein), the problem of convergence for two‐parameter relaxation methods (accelerated overrelaxation‐type methods) is analyzed under the assumption that one parameter is greater than the other. Here, we will show how we can avoid this assumption and, consequently, improve the convergence area. Copyright © 2013 John Wiley & Sons, Ltd.