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Modulus-based synchronous multisplitting iteration methods for linear complementarity problems

Authors

  • Zhong-Zhi Bai,

    Corresponding author
    • State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
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  • Li-Li Zhang

    1. State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
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Correspondence to: Zhong-Zhi Bai, State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, PO Box 2719, Beijing 100190, China.

E-mail: bzz@lsec.cc.ac.cn

SUMMARY

By an equivalent reformulation of the linear complementarity problem into a system of fixed-point equations, we construct modulus-based synchronous multisplitting iteration methods based on multiple splittings of the system matrix. These iteration methods are suitable to high-speed parallel multiprocessor systems and include the multisplitting relaxation methods such as Jacobi, Gauss–Seidel, successive overrelaxation, and accelerated overrelaxation of the modulus type as special cases. We establish the convergence theory of these modulus-based synchronous multisplitting iteration methods and their relaxed variants when the system matrix is an H + -matrix. Numerical results show that these new iteration methods can achieve high parallel computational efficiency in actual implementations. Copyright © 2012 John Wiley & Sons, Ltd.

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