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A TWO-STEP MODULUS-BASED MULTISPLITTING ITERATION METHOD FOR THE NONLINEAR COMPLEMENTARITY PROBLEM
Fuping Tan,Guangbin Wang
Keywords:Two-step, modulus-based multisplitting method, nonlinear com- plementarity problem, H-matrix.
Abstract:
      In this paper, we construct a two-step modulus-based multisplit- ting iteration method based on multiple splittings of the system matrix for the nonlinear complementarity problem. And we prove its convergence when the coecient matrix is an H-matrix with positive diagonal elements. Numerical experiments show that the proposed method is efficient.