Modulus‐based synchronous multisplitting iteration methods for linear complementarity problems

Abstract

SUMMARYBy an equivalent reformulation of the linear complementarity problem into a system of fixed‐point equations, we construct modulus‐based synchronous multisplitting iteration methods based on multiple splittings of the system matrix. These iteration methods are suitable to high‐speed parallel multiprocessor systems and include the multisplitting relaxation methods such as Jacobi, Gauss–Seidel, successive overrelaxation, and accelerated overrelaxation of the modulus type as special cases. We establish the convergence theory of these modulus‐based synchronous multisplitting iteration methods and their relaxed variants when the system matrix is an H + ‐matrix. Numerical results show that these new iteration methods can achieve high parallel computational efficiency in actual implementations. Copyright © 2012 John Wiley & Sons, Ltd.