Improvement of Convergence of One- and Two-Step MSM Iteration Methods for Nondifferentiable Nonlinear Complementarity Problems

Gui-Lin Yan; Yu-Jiang Wu; Bo Deng

doi:10.1007/s42967-024-00378-x

Communications on Applied Mathematics and Computation ›› : 1 -26. DOI: 10.1007/s42967-024-00378-x

Original Paper

Improvement of Convergence of One- and Two-Step MSM Iteration Methods for Nondifferentiable Nonlinear Complementarity Problems

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Abstract

Our goal is to improve the convergence theory of the one-step modulus-based synchronous multisplitting (MSM) and the two-step modulus-based synchronous multisplitting (TMSM) iteration methods for a class of nondifferentiable nonlinear complementarity problems (NCPs) with $H_{+}$-matrices. The analysis is developed and the results are renewed under some conditions weakened than before.

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Gui-Lin Yan, Yu-Jiang Wu, Bo Deng. Improvement of Convergence of One- and Two-Step MSM Iteration Methods for Nondifferentiable Nonlinear Complementarity Problems. Communications on Applied Mathematics and Computation 1-26 DOI:10.1007/s42967-024-00378-x