A relaxation accelerated two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems

Abstract

For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear complementarity problem when the system matrix is an $H_+$-matrix and the convergence conditions are given. Numerical experiments show that the proposed method is more efficient than the existing ones.