Approaches for Convergence of a Basic Iterative Method for the Linear Complementarity Problem.
Management sciences research rept.,
CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
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Iterative methods have been found very useful for solving many large linear complementarity problems arising from applications. In this paper, we formulate a basic algorithm and use it as a unifying framework for the study of such methods. Next, we apply various strategies to investigate the convergence of the basic algorithm. Finally, we discuss the possibility of extending the analysis presented here to treat other complementarity and variational problems. Author
- Theoretical Mathematics