CONVERGENCE PROPERTIES OF ITERATIVE METHODS FOR SYMMETRICAL POSITIVE SEMIDEFINITE LINEAR COMPLEMENTARITY-PROBLEMS

We consider iterative methods using splittings for solving symmetric p ositive semidefinite linear complementarily problems. We prove strong convergence, i.e., convergence of the whole sequence, for these types of methods with the only hypothesis of existence of a solution. To do this we introduce dual methods for solving a dual quadratic programmin g problem and we prove linear convergence of such methods.