On the preconditioned GAOR method for a linear complementarity problem with an M-matrix

被引：7
|
作者：
Miao, Shu-Xin [1 ]
Zhang, Dan [1 ]
机构：
[1] Northwest Normal Univ, Coll Math & Stat, Lanzhou, Gansu, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2018年
基金：
中国博士后科学基金;
关键词：
Linear complementarity problem; Preconditioner; Preconditioned GAOR method; M-matrix; SPLITTING ITERATION METHODS;
D O I：
10.1186/s13660-018-1789-5
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Recently, based on the Hadjidimos preconditioner, a preconditioned GAOR method was proposed for solving the linear complementarity problem (Liu and Li in East Asian J. Appl. Math. 2:94-107, 2012). In this paper, we propose a new preconditioned GAOR method for solving the linear complementarity problem with an M-matrix. The convergence of the proposed method is analyzed, and the comparison results are obtained to show it accelerates the convergence of the original GAOR method and the preconditioned GAOR method in (Liu and Li in East Asian J. Appl. Math. 2:94-107, 2012). Numerical examples verify the theoretical analysis.
引用
收藏
页数：12
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