Convergence results of a matrix splitting algorithm for solving weakly nonlinear complementarity problems
Meiju Luo, Ya-Yi Wang, Hong-Ling Liu · Journal of Inequalities and Applications · 2016
In this paper, we consider a class of weakly nonlinear complementarity problems (WNCP) with large sparse matrix. We present an accelerated modulus-based matrix splitting algorithm by reformulating the WNCP as implicit fixed point equations based on two splittings of the system matrixes. We show that, if the system matrix is a P -matrix, then under some mild conditions the sequence generated by the algorithm is convergent to the solution of WNCP.