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An (m+1)-step iterative method of convergence order (m+2) for linear complementarity problems

An (m+1)-step iterative method for LCPs

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Abstract

In this paper, we present an (m+1)-step iterative method of convergence order (m+2) for solving linear complementarity problems. The proposed iterative method is simple and easy to construct, and requiring only third Fréchet differentiation. Computational efficiency in its general form is discussed and a comparison between the efficiency of the proposed method and existing ones is made. The performance is tested through numerical experiments on some test problems.

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Acknowledgments

The authors are sincerely grateful to the anonymous referees and the Corresponding Editor for their valuable comments, which lead to a substantial improvement in the contents of this paper.

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Authors and Affiliations

  1. Analysis, Modeling and Simulation Laboratory, Hassan II University, Casablanca, Morocco

    Y. EL Foutayeni

  2. Unit for Mathematical and Computer Modeling of Complex Systems, IRD, Marseille, France

    Y. EL Foutayeni

  3. Modeling Applied to Economics and Management Laboratory, Hassan II University, Casablanca, Morocco

    H. EL Bouanani

  4. Mathematical Populations Dynamics Laboratory, Cadi Ayyad University, Marrakesh, Morocco

    M. Khaladi

  5. UMMISCO UMI 209 IRD/UPMC, Bondy, France

    M. Khaladi

Authors
  1. Y. EL Foutayeni
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  2. H. EL Bouanani
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  3. M. Khaladi
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Corresponding author

Correspondence to Y. EL Foutayeni.

Appendix

Appendix

A. MATLAB program for functions \(F_{k}\), \(F_{k}^{\prime }\), and for solving \(F_{k}(x)=0\)

figure b

B. MATLAB program for Example 1

figure c

C. MATLAB program for Example 2

figure d

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EL Foutayeni, Y., EL Bouanani, H. & Khaladi, M. An (m+1)-step iterative method of convergence order (m+2) for linear complementarity problems. J. Appl. Math. Comput. 54, 229–242 (2017). https://doi.org/10.1007/s12190-016-1006-y

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  • DOI: https://doi.org/10.1007/s12190-016-1006-y

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