Accession Number : ADA132863

Title :   More Results on the Convergence of Iterative Methods for the Symmetric Linear Complementarity Problem.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Pang,Jong-Shi

PDF Url : ADA132863

Report Date : Aug 1983

Pagination or Media Count : 43

Abstract : In an earlier paper, the author has given some necessary and sufficient conditions for the convergence of iteractive methods for solving the linear complementarity problem. These conditions may be viewed as global in the sense that apply to the methods regardless of the constant vector in the linear complementarity problem. More precisely, the conditions characterize a certain class of matrices for which the iteractive methods will converge, in a certain vectors. In this paper, we improve on our previous results and establish necessary and sufficient conditions for the convergence of iteractive methods for solving each individual linear complementarity problem with a fixed constant vector. Unlike the earlier paper, our present analysis applies only to the symmetric linear complementarity problem. Various applications to a strictly convex quadratic program are also given. (Author)

Descriptors :   *Convergence, *Problem solving, Iterations, Quadratic programming

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE