ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS

Artículos de revistas

Date

1994-01-01

Registration in:

International Journal of Computer Mathematics. Reading: Gordon Breach Sci Publ Ltd, v. 50, n. 1-2, p. 35-44, 1994.

0020-7160

http://hdl.handle.net/11449/35499

10.1080/00207169408804240

WOS:A1994PG27800004

Author

Universidade Estadual de Campinas (UNICAMP)

Universidade Estadual Paulista (Unesp)

Institutions

Universidade Estadual Paulista (Brasil)

Abstract

We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

Subjects

ITERATIVE ALGORITHMS

ACCELERATION

SYMMETRICAL LINEAR COMPLEMENTARITY PROBLEMS

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