Conjugate gradient method for the linear complementarity problem with S-matrix.

Dong-Hui Li Yi-Yong Nie Jin-Ping Zeng Qing-Na Li

Published in: Math. Comput. Model. (2008)

Keyphrases

linear complementarity problem
conjugate gradient method
sufficient conditions
positive definite
variational inequalities
conjugate gradient
objective function
semidefinite
iterative methods
convergence property
interior point
covariance matrix
maximum likelihood
singular value decomposition
convergence rate