期刊
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
卷 160, 期 1, 页码 189-203出版社
SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10957-013-0362-0
关键词
Linear complementarity problem; Matrix multisplitting; Modulus method; Two-stage iteration; Convergence
The matrix multisplitting iteration method is an effective tool for solving large sparse linear complementarity problems. However, at each iteration step we have to solve a sequence of linear complementarity sub-problems exactly. In this paper, we present a two-stage multisplitting iteration method, in which the modulus-based matrix splitting iteration and its relaxed variants are employed as inner iterations to solve the linear complementarity sub-problems approximately. The convergence theorems of these two-stage multisplitting iteration methods are established. Numerical experiments show that the two-stage multisplitting relaxation methods are superior to the matrix multisplitting iteration methods in computing time, and can achieve a satisfactory parallel efficiency.
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