On the Convergence Regions of Generalized Accelerated Overrelaxation Method for Linear Complementarity Problems
In this paper, we use a generalized Accelerated Overrelaxation (GAOR) method and analyze the convergence of this method for solving linear complementarity problems. Furthermore, we improve on the convergence region of this method with acknowledgement of the maximum norm. A numerical example is also given, to illustrate the efficiency of our results.
convergence region linear complementarity problems gaor h-matrix