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A preconditioned general two-step modulus-based accelerated overrelaxation iteration method for nonlinear complementarity problems. (English) Zbl 1480.65078

Summary: In this paper, we propose a preconditioned general two-step modulus-based accelerated overrelaxation (MAOR) iteration method for solving a class of nonlinear complementarity problems. The convergence analysis and the condition of the iterative parameters are given when the system matrix is either positive definite or an \(H_+\)-matrix. Numerical examples further illustrate that the proposed method is efficient and has better performance than some existing modulus-based iteration methods in aspects of the number of iteration steps and CPU time.

MSC:

65F10 Iterative numerical methods for linear systems
65F08 Preconditioners for iterative methods
65F50 Computational methods for sparse matrices
65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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