Monotonic Iterative Algorithms For A Quasicomplementarity Problem
Shu Zi Zhou 1, Wu Ping Zan 1, Jin Ping Zeng 11 Department of Applied Mathematics, Hunan University, Changsha 410082, China
We present two iterative algorithms, so called SCP and SA respectively, for solving quasicomplementarity problem (QCP). Algorithm SCP is to approximate QCP by a sequence of ordinary complementarity problems(CP). SA is a Schwarz algorithm which can be implemented parallelly. We prove the algorithms above are monotonically convergent.
Key words: Quasi complementarity problem; Iterative algorithm; Monotonic convergence; Schwarz algorithm.