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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… Click to show full abstract
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.
Journal Title: Mathematical Problems in Engineering
Year Published: 2020
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