A relaxation-type accelerating iteration method for large sparse horizontal nonlinear complementarity problems

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Abstract

In this work, a relaxation modulus-based matrix splitting iteration method for large sparse horizontal nonlinear complementarity problems was established. The convergence analysis was presented, where the proposed conditions were shown to be weaker than the existing result. Furthermore, a practical selection strategy of the relaxation parameter was provided by analyzing the error function in each iteration. Numerical examples were given to verify the theoretical improvement and show the effectiveness of the proposed method with the suggested relaxation parameters.

Keywords

horizontal nonlinear complementarity problem / modulus-based method / relaxation

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