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Modified AOR methods for linear complementarity problem. (English) Zbl 1030.65065

The authors propose a class of modified accelerated overrelaxation (MAOR) methods based on MAOR method for solving a linear complementarity problem. They give some sufficient conditions for convergence of the MAOR and modified successive overrelaxation methods. In a paricular case their monotone convergence are discussed.

MSC:

65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65F10 Iterative numerical methods for linear systems
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