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

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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.

Keywords:

Linear complementarity problem generalised Hadjidimos preconditioner PGAOR M-matrix.
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DOI

10.4208/eajam.050911.060412a