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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 6, Pages 1021–1036
(Mi zvmmf4703)
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This article is cited in 3 scientific papers (total in 3 papers)
Coordinate relaxation methods for multivalued complementarity problems
I. V. Konnov Faculty of Computational Mathematics and Cybernetics, Kazan State University, ul. Kremlevskaya 18, Kazan, 420008, Russia
Abstract:
Methods of the Jacobi and Gauss–Seidel type with underrelaxation and a combined method of the splitting type are proposed for complementarity problems with multivalued mappings. The convergence of these methods to the solution is proved under the conditions that the basic mapping is upper off-diagonal antitone and the feasible set is nonempty. The numerical results obtained for test examples are presented.
Key words:
complementarity problem, multivalued mapping, off-diagonal antitonicity, underrelaxation methods, coordinate descent.
Received: 10.04.2008 Revised: 26.06.2008
Citation:
I. V. Konnov, “Coordinate relaxation methods for multivalued complementarity problems”, Zh. Vychisl. Mat. Mat. Fiz., 49:6 (2009), 1021–1036; Comput. Math. Math. Phys., 49:6 (2009), 979–993
Linking options:
https://www.mathnet.ru/eng/zvmmf4703 https://www.mathnet.ru/eng/zvmmf/v49/i6/p1021
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