Numer Algor
DOI 10.1007/s11075-014-9824-1
ORIGINAL PAPER
On the choice of parameters in MAOR type splitting
methods for the linear complementarity problem
Lj. Cvetkovi´ c · A. Hadjidimos · V. Kosti´ c
Received: 25 July 2013 / Accepted: 2 January 2014
© Springer Science+Business Media New York 2014
Abstract In the present work we consider the iterative solution of the Linear Com-
plementarity Problem (LCP), with a nonsingular H
+
coefficient matrix A, by using
all modulus-based matrix splitting iterative methods that have been around for the
last couple of years. A deeper analysis shows that the iterative solution of the LCP
by the modified Accelerated Overrelaxation (MAOR) iterative method is the “best”,
in a sense made precise in the text, among all those that have been proposed so
far regarding the following three issues: i) The positive diagonal matrix-parameter
≥ diag(A) involved in the method is = diag(A), ii) The known convergence
intervals for the two AOR parameters, α and β, are the widest possible, and iii) The
“best” possible MAOR iterative method is the modified Gauss-Seidel one.
Keywords Linear complementarity problem (LCP) · M−matrices ·
H
+
−matrices · Modulus-based splitting iterative methods · Multisplitting
methods · Modified AOR iterative methods
Mathematics Subject Classifications (2010) Primary 65F10
L. Cvetkovi´ c · V. Kosti´ c
Department of Mathematics and Informatics,
University of Novi Sad, Novi Sad, Republic of Serbia
L. Cvetkovi´ c
e-mail: lila@dmi.uns.ac.rs
V. Kosti´ c
e-mail: vkostic@dmi.uns.ac.rs
A. Hadjidimos ()
Department of Electrical and Computer Engineering,
University of Thessaly, GR-382 21 Volos, Greece
e-mail: hadjidim@inf.uth.gr