On the modulus algorithm for the linear complementarity problem

被引：24

作者：

Schäfer, U ^{[1
]}

机构：

[1] Univ Karlsruhe, Inst Angew Math, D-76128 Karlsruhe, Germany

来源：

OPERATIONS RESEARCH LETTERS | 2004年 / 32卷 / 04期

关键词：

linear complementarity problem; P-matrix; H-matrix; PSOR method;

D O I：

10.1016/j.orl.2003.11.004

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Concerning three subclasses of P-matrices the modulus algorithm and the projected successive overrelaxation (PSOR) method solving the linear complementarity problem are compared to each other with respect to convergence. It is shown that the modulus algorithm is convergent for all three subclasses whereas the convergence of the PSOR method is only guaranteed for two of them. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：350 / 354

页数：5

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