The General Modulus-Based Jacobi Iteration Method for Linear Complementarity Problems

Ximing Fang, Caimin Wei

For the large sparse linear complementarity problem, by reformulating it as an implicit fixed-point equation problem, Bai propose a class of modulus-based matrix splitting iteration methods in [12]. In this paper, we discuss one form of these methods–the general modulus-based Jacobi iteration method, proved the convergence, and derive the domain and the optimum value of the parameter for one special situation. Numerical results show that this method is superior to some modulus-related methods in computing efficiency and feasible aspects in some situations.