ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS

Authors
DEPIERRO AR LOPES JM
Citation
Ar. Depierro et Jm. Lopes, ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS, International journal of computer mathematics, 50(1-2), 1994, pp. 35-44
Citations number
5
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
International journal of computer mathematics
ISSN journal
00207160 → ACNP
Volume
50
Issue
1-2
Year of publication
1994
Pages
35 - 44
Database
ISI
SICI code
Abstract
We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in perf orming a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong conve rgence proofs and present numerical experiments that justify using thi s acceleration.