Two-step modulus-based matrix splitting iteration method for a class of nonlinear complementarity problems

Abstract

In this paper, we reformulate the nonlinear complementarity problem as an implicit fixed-point equation. We establish a modulus-based matrix splitting iteration method based on the implicit fixed-point equation and prove its convergence theorem under suitable conditions. Furthermore, we propose a two-step modulus-based matrix splitting iteration method, which may achieve higher computing efficiency. We can obtain many matrix splitting iteration methods by suitably choosing the matrix splittings and the parameters. The proposed methods can be regarded as extensions of the methods for linear complementarity problem. Numerical experiments are presented to show the effectiveness of the proposed methods.