Article ID Journal Published Year Pages File Type
4602506 Linear Algebra and its Applications 2009 14 Pages PDF
Abstract

The Linear Complementarity Problem (LCP) has many applications as, e.g., in the solution of Linear and Convex Quadratic Programming, in Free Boundary Value problems of Fluid Mechanics, etc. In the present work we assume that the matrix coefficient M∈Rn,nCCCCcCof the LCP is symmetric positive definite and we introduce the (optimal) nonstationary extrapolation to improve the convergence rates of the well-known Modulus Algorithm and Block Modulus Algorithm for its solution. Two illustrative numerical examples show that the (Optimal) Nonstationary Extrapolated Block Modulus Algorithm is far better than all the previous similar Algorithms.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory