Convergence of SAOR Method for the Linear Complementarity Problems

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Xian-li Han 1,* Dong-jin Yuan 1 Shan Jiang 1

1. College of Mathematics Science, Yangzhou University, Yangzhou, Jiangsu Province, China

* Corresponding author.


Received: 10 May 2012 / Revised: 21 Jun. 2012 / Accepted: 19 Jul. 2012 / Published: 29 Aug. 2012

Index Terms

Linear complementarity problem, SAOR method, Convergence, H-matrix, M-matrix


In this paper we apply an iterative method, the SAOR method for solving the linear complementarity problem, and some sufficient conditions for the convergence of the new method are presented when the system matrix M is an M-matrix. Moreover when M is an L-matrix, we discuss the monotone convergence of it. Finally, we report the numerical results of our proposed method.

Cite This Paper

Xian-li Han,Dong-jin Yuan,Shan Jiang,"Convergence of SAOR Method for the Linear Complementarity Problems", IJEM, vol.2, no.4, pp.74-83, 2012. DOI: 10.5815/ijem.2012.04.10 


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