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Iterative methods with analytical preconditioning technique to linear complementarity problems: application to obstacle problems

H. Saberi Najafi, S. A. Edalatpanah (2013)

RAIRO - Operations Research - Recherche Opérationnelle

For solving linear complementarity problems LCP more attention has recently been paid on a class of iterative methods called the matrix-splitting. But up to now, no paper has discussed the effect of preconditioning technique for matrix-splitting methods in LCP. So, this paper is planning to fill in this gap and we use a class of preconditioners with generalized Accelerated Overrelaxation (GAOR) methods and analyze the convergence of these methods for LCP. Furthermore, Comparison between our methods...

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