Journal
OPERATIONS RESEARCH LETTERS
Volume 32, Issue 4, Pages 350-354Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.orl.2003.11.004
Keywords
linear complementarity problem; P-matrix; H-matrix; PSOR method
Categories
Ask authors/readers for more resources
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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
