A Two-Step Iteration Method for Vertical Linear Complementarity Problems

Abstract

In this paper, a two-step iteration method was established which can be viewed as a generalisation of the existing modulus-based methods for vertical linear complementarity problems. The convergence analysis of the proposed method is presented, which can enlarge the convergence domain of the parameter matrix compared to the recent results. Numerical examples show that the proposed method is efficient with the two-step technique and confirm the improvement of the theoretical results.