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

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

Communications on Applied Mathematics and Computation ›› 2025, Vol. 7 ›› Issue (2) : 733 -758.

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Communications on Applied Mathematics and Computation ›› 2025, Vol. 7 ›› Issue (2) :733 -758. DOI: 10.1007/s42967-024-00378-x
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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.

Keywords

Nonlinear complementarity problem (NCP) / Modulus-based / Multisplitting / $H_{+}$-matrix / H-splitting / Convergence / 90C33 / 65K05 / 65F10

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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, 2025, 7(2): 733-758 DOI:10.1007/s42967-024-00378-x

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Funding

National Natural Science Foundation of China(12161030)

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Shanghai University

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