New Relaxation Modulus Based Iterative Method for Large and Sparse Implicit Complementarity Problem

Abstract

This article presents a class of new relaxation modulus-based iterative methods to process the large and sparse implicit complementarity problem (ICP). Using two positive diagonal matrices, we formulate a fixed-point equation and prove that it is equivalent to ICP. Also, we provide sufficient convergence conditions for the proposed methods when the system matrix is a $P$-matrix or an $H_+$-matrix. Keyword: Implicit complementarity problem, $H_{+}$-matrix, $P$-matrix, matrix splitting, convergence