New Accelerated Modulus-Based Iteration Method for Solving Large and Sparse Linear Complementarity Problem

Abstract

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence analysis. Also, we demonstrate the effectiveness of our proposed method and reduce the number of iterations and CPU time to accelerate the convergence performance by providing two numerical examples for various parameters. Keywords. Linear complementarity problem, Iteration method, $P$-matrix, $H_{+}$-matrix, Convergence analysis, Matrix splitting.