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A New Preconditioned Generalised AOR Method for the Linear Complementarity Problem Based on a Generalised Hadjidimos Preconditioner

Published online by Cambridge University Press:  28 May 2015

Cuiyu Liu*
Affiliation:
School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, Guangxi, China, 541004
Chenliang Li*
Affiliation:
School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, Guangxi, China, 541004
*
Corresponding author. Email: liucy@guet.edu.cn
Corresponding author. Email: chenliang_li@hotmail.com
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Abstract

A new generalised Hadjidimos preconditioner and preconditioned generalised AOR method for the solution of the linear complementarity problem are presented. The convergence and convergence rate of the new method are analysed, and numerical experiments demonstrate that it is efficient.

Type
Research Article
Copyright
Copyright © Global-Science Press 2012

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