More on Projected Type Iteration Method and Linear Complementarity Problem

Abstract

In this article, we establish a class of new projected type iteration methods based on matrix spitting for solving the linear complementarity problem. Also, we provide a sufficient condition for the convergence analysis when the system matrix is an $H_+$-matrix. We show the efficiency of the proposed method by using two numerical examples for different parameters. Keywords. Iterative method, Linear complementarity problem, $H_{+}$-matrix, $P$-matrix, Matrix splitting, Convergence.