On convergence of two-stage splitting methods for linear complementarity problems

摘要

In this paper, we study the splitting method and two-stage splitting method for the linear complementarity problems. Convergence results for these two methods are presented when the system matrix is an H-matrix and the splittings used are H-splitting. Numerical experiments show that the two-stage splitting method has the same or even better numerical performance than the splitting method in some aspects under certain conditions.