Recently, we have proposed an iterative projection and contraction (PC) method for a class of linear complementarity problems (LCP)[4]. The method was showedto be globally convergent, but no statement could be made ab...Recently, we have proposed an iterative projection and contraction (PC) method for a class of linear complementarity problems (LCP)[4]. The method was showedto be globally convergent, but no statement could be made about the rate of con-vergence. In this paper, we develop a modified globally linearly convergent PCmethod for linear complementarity problems. Both the method and the convergence proofs are very simple. The method call also be used to solve some linearvariational inequalities. Several computational experiments are presented to indi-cate that the method is surprising good for solving some known difficult problems.展开更多
文摘Recently, we have proposed an iterative projection and contraction (PC) method for a class of linear complementarity problems (LCP)[4]. The method was showedto be globally convergent, but no statement could be made about the rate of con-vergence. In this paper, we develop a modified globally linearly convergent PCmethod for linear complementarity problems. Both the method and the convergence proofs are very simple. The method call also be used to solve some linearvariational inequalities. Several computational experiments are presented to indi-cate that the method is surprising good for solving some known difficult problems.
