Generalized AOR methods for linear complementarity problem

In this paper, we firstly establish a class of generalized AOR (GAOR) methods for solving a linear complementarity problem LCP(M, q), whose special case reduces to generalized SOR (GSOR) method. Then, some sufficient conditions for convergence of the GAOR and GSOR methods are presented, when the system matrix M is an H-matrix, M-matrix and a strictly or irreducible diagonally dominant matrix. Moreover, when M is an L-matrix, we discuss the monotone convergence of the new methods. Lastly, we report some computational results with the proposed methods.