A sign-based linear method for horizontal linear complementarity problems
For the horizontal linear complementarity problem, we establish a linear method based on the sign patterns of the solution of the equivalent modulus equation under the assumption of strict complementarity. The new method is equivalent to solving two linear equations, avoiding parameters selection, s...
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| Veröffentlicht in: | Numerical algorithms Jg. 91; H. 3; S. 1165 - 1181 |
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01.11.2022
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| Abstract | For the horizontal linear complementarity problem, we establish a linear method based on the sign patterns of the solution of the equivalent modulus equation under the assumption of strict complementarity. The new method is equivalent to solving two linear equations, avoiding parameters selection, so it is more convenient and practical. Numerical examples show that the new method is superior to the previous modulus-based matrix splitting iterative method, two-step modulus-based matrix splitting iterative method and modulus-based nonsmooth Newton’s method in computing efficiency. The new method can be used as a solution scheme to the horizontal complementarity problem of large sparse matrices. |
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| AbstractList | For the horizontal linear complementarity problem, we establish a linear method based on the sign patterns of the solution of the equivalent modulus equation under the assumption of strict complementarity. The new method is equivalent to solving two linear equations, avoiding parameters selection, so it is more convenient and practical. Numerical examples show that the new method is superior to the previous modulus-based matrix splitting iterative method, two-step modulus-based matrix splitting iterative method and modulus-based nonsmooth Newton’s method in computing efficiency. The new method can be used as a solution scheme to the horizontal complementarity problem of large sparse matrices. |
| Author | Wang, Zhe Shen, Hai-Long Shao, Xin-Hui |
| Author_xml | – sequence: 1 givenname: Xin-Hui surname: Shao fullname: Shao, Xin-Hui email: xinhui1002@126.com organization: Department of Mathematics, College of Sciences, Northeastern University – sequence: 2 givenname: Zhe surname: Wang fullname: Wang, Zhe organization: Department of Mathematics, College of Sciences, Northeastern University – sequence: 3 givenname: Hai-Long surname: Shen fullname: Shen, Hai-Long organization: Department of Mathematics, College of Sciences, Northeastern University |
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| Snippet | For the horizontal linear complementarity problem, we establish a linear method based on the sign patterns of the solution of the equivalent modulus equation... |
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| SubjectTerms | Algebra Algorithms Computer Science Equivalence Iterative methods Linear equations Methods Numeric Computing Numerical Analysis Original Paper Sparse matrices Splitting Theorems Theory of Computation |
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| Title | A sign-based linear method for horizontal linear complementarity problems |
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