Modified SSOR Modelling for Linear Complementarity Problems

M.T. Yahyapour¹ and S.A. Edalatpanah^1,

¹Department of Mathematics, Ramsar Branch, Islamic Azad University, Ramsar, Iran

Cite this paper:
M.T. Yahyapour and S.A. Edalatpanah. Modified SSOR Modelling for Linear Complementarity Problems. Turkish Journal of Analysis and Number Theory. 2014; 2(2):47-52. doi: 10.12691/tjant-2-2-4

Abstract

In this paper, we present an efficient numerical method for solving the linear complementarity problems based on preconditioning strategy. Furthermore, the convergence properties of the proposed method have been analyzed and compared with symmetric successive over-relaxation (SSOR) method. Finally, some numerical experiments are illustrated to show the efficiency of the proposed method.

Keywords:
linear complementarity problem preconditioning iterative methods SSOR method comparison theorems H-matrix

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References:

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