Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem

Abstract

For solving vertical linear complementarity problems (VLCPs), we propose a relaxation modulus-based matrix splitting iteration method and a two-step relaxation modulus-based matrix splitting iteration method. When the system matrices are H+-matrices, we analyze the convergence theory of the proposed methods. Numerical experiments show that relaxation modulus-based matrix splitting iteration method and the two-step relaxation modulus-based matrix splitting iteration method are promising and have great performance in higher dimension.