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Original Articles

Accelerating iterative algorithms for symmetric linear complementarity problems

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Pages 35-44 | Received 17 Aug 1992, Published online: 19 Mar 2007
 

Abstract

We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

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Research of this author was partially supported by CNPq grants No. 301699/81 and No. 201487192.6 and NIH grant No. HL28438. Part of this research was completed while the first author was visiting the Medical Image Processing Group, Department of Radiology, University of Pennsylvania, Philadelphia, Pennsylvania.

Research of this author was partially supported by CNPq grants No. 301699/81 and No. 201487192.6 and NIH grant No. HL28438. Part of this research was completed while the first author was visiting the Medical Image Processing Group, Department of Radiology, University of Pennsylvania, Philadelphia, Pennsylvania.

Notes

Research of this author was partially supported by CNPq grants No. 301699/81 and No. 201487192.6 and NIH grant No. HL28438. Part of this research was completed while the first author was visiting the Medical Image Processing Group, Department of Radiology, University of Pennsylvania, Philadelphia, Pennsylvania.

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