Generalized AOR Algorithms for Linear Complementarity Problem

Abstract

In this paper, we propose a class of generalized accelerated overrelaxation (GAOR) methods, in which one special case reduces to the generalized successive overrelaxation(GSOR) methods, for solving a linear complementarity problem LCP ( M, q ). Sufficient conditions for convergence of the GAOR and GSOR methods are presented for cases 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 examine the monotone convergence of the new methods. Finally a numerical example is used to validate the results proved in this paper.