A new matrix splitting generalized iteration method for linear complementarity problems

Abstract

The linear complementarity problems (LCPs) can be encountered in various scientific computing, management science, and operations research. In this study, we introduce and analyze a new generalized accelerated overrelaxation (NGAOR) method for solving LCPs, in which one special case reduces to a new generalized successive overrelaxation (NGSOR) method. Moreover, we prove the convergence of the proposed methods when the system matrix is an H-matrix (irreducible or strictly diagonally dominant matrix). Numerical results for several experiments are present to show the effectiveness and efficiency of the proposed methods. AMS classification: 65F10, 90C33