A modified modulus method for symmetric positive‐definite linear complementarity problems
Jun‐Liang Dong, Mei‐Qun Jiang · Numerical Linear Algebra with Applications · 2008
Abstract By reformulating the linear complementarity problem into a new equivalent fixed‐point equation, we deduce a modified modulus method, which is a generalization of the classical one. Convergence for this new method and the optima of the parameter involved are analyzed. Then, an inexact iteration process for this new method is presented, which adopts some kind of iterative methods for determining an approximate solution to each system of linear equations involved in the outer iteration. Global convergence for this inexact modulus method and two specific implementations for the inner iterations are discussed. Numerical results show that our new methods are more efficient than the classical one under suitable conditions. Copyright © 2008 John Wiley & Sons, Ltd.