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On the convergence regions of generalized accelerated overrelaxation method for linear complementarity problems. (English) Zbl 1262.90176

Summary: In this paper, we use a generalized accelerated overrelaxation (GAOR) method and analyze the convergence of this method for solving linear complementarity problems. Furthermore, we improve on the convergence region of this method with acknowledgement of the maximum norm. A numerical example is also given, to illustrate the efficiency of our results.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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