2322

Jun-Liang Dong, Mei-Qun Jiang2

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS

John Wiley & Sons

2008

16

129-143

linear complementarity problem , system of linear equations , modulus method , inexact iterative method , symmetric positive-definite matrix

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 q 2008 John Wiley & Sons, Ltd.