A relaxation general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems

For the linear complementarity problem, we introduce a relaxation general two-sweep matrix splitting iteration method. Convergence analysis shows that the method converges to the exact solution of the linear complementarity problem when the system matrix is an H+-matrix. Numerical experiments show that the proposed method is more efficient than existing methods. (C) 2022 Elsevier B.V. All rights reserved.

Automated summary

In this paper, we propose a relaxation general two-sweep matrix splitting iteration method for the linear complementarity problem. Convergence analysis demonstrates that the method converges to the exact solution of the linear complementarity problem when the system matrix is an H+-matrix. Numerical experiments show that the proposed method is more efficient than existing methods.