The relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems of positive definite matrices

Abstract

In this paper, the relaxation modulus-based matrix splitting iteration method is established for solving the linear complementarity problem of positive definite matrices. The convergence analysis and the strategy of the choice of the parameters are given. Numerical examples show that the proposed method with the new strategy is efficient and accelerates the convergence performance with less iteration steps and CPU times.