A preconditioned new modulus-based matrix splitting method for solving linear complementarity problem of $ H_+ $-matrices

Abstract

For solving the linear complementarity problem (LCP), we propose a preconditioned new modulus-based matrix splitting (PNMMS) iteration method by extending the state-of-the-art new modulus-based matrix splitting (NMMS) iteration method to a more general framework with a customized preconditioner. We devise a generalized preconditioner that is associated with both H+-matrix A and vector q of the LCP. The convergence analysis is conducted under some mild conditions. In particular, we provide a comparison theorem to theoretically show the PNMMS method accelerates the convergence rate. Numerical experiments further illustrate that the PNMMS method is efficient and has better performance for solving the large and sparse LCP.

Keywords

• linear complementarity problem
• preconditioner
• modulus-based matrix splitting method
• comparison theorem
• convergence analysis