Convergence Properties of Iterative Methods for Linear Complementarity Problems

Abstract

Convergence properties of a general iterative algorithm for linear complementarity problems (LCPs) are investigated. Iterative approaches to LCPs are mostly motivated by the large-scale and scarce problems. Convergence conditions are developed for general (the underlying matrix not necessarily symmetric) cases, and refined for several specific cases including the cases of Minkowski matrices and Quasi-dominant diagonal matrices.