This article is cited 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.

UDC: 519.626

Received: 10.04.2008
Revised: 26.06.2008

 English version: Computational Mathematics and Mathematical Physics, 2009, 49:6, 979–993

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