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A New Preconditioned Generalised AOR Method for the Linear Complementarity Problem Based on a Generalised Hadjidimos Preconditioner

Published online by Cambridge University Press:  28 May 2015

Cuiyu Liu  and
Chenliang Li
Cuiyu Liu*
Affiliation:
School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, Guangxi, China, 541004
Chenliang Li*
Affiliation:
School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, Guangxi, China, 541004
*
Corresponding author. Email: liucy@guet.edu.cn
Corresponding author. Email: chenliang_li@hotmail.com
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Abstract

A new generalised Hadjidimos preconditioner and preconditioned generalised AOR method for the solution of the linear complementarity problem are presented. The convergence and convergence rate of the new method are analysed, and numerical experiments demonstrate that it is efficient.

Keywords

65H1065Y0565F10Linear complementarity problemgeneralised Hadjidimos preconditionerPGAORM-matrix

Information

Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 2 , Issue 2 , May 2012 , pp. 94 - 107
Copyright
Copyright © Global-Science Press 2012

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