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International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
DOI:10.5121/ijcsa.2018.8101 1
NONSTATIONARY RELAXED MULTISPLITTING
METHODS FOR SOLVING LINEAR
COMPLEMENTARITY PROBLEMS WITH
H−MATRICES
Cuiyu Liu and Chenliang Li
School of Mathematics and Computing Science, Guangxi Colleges and Universities Key
Laboratory of Data Analysis and Computation, Guilin University of Electronic
Technology, Guilin, Guangxi, China,541004.
ABSTRACT
In this paper we consider some non stationary relaxed synchronous and asynchronous
multisplitting methods for solving the linear complementarity problems with their coefficient
matrices being H−matrices. The convergence theorems of the methods are given,and the efficiency
is shown by numerical tests.
KEY WORDS
linear complementarity problem, nonstationary, asynchronous, H−matrix.
AMS(2000) subject classifications. 65Y05, 65H10, 65N55
1. INTRODUCTION
Many science and engineering problems are usually induced as linear complementarity
problems(LCP): finding an ∈ n
x R such that
0 0 ( ) 0≥ , − ≥ , − = ,x Ax f x Ax f•
(1.1)
where ×
∈ n n
A R is a given matrix, and ∈ n
f R is a vector. It is necessary to establish an efficient
algorithm for solving the complementarity problem(CP). There have been lots of works on the
solution of the linear complementarity problem([9,10,14,15,13,18]), which presented feasible and
essential techniques for LCP.
The multisplitting method was introduced by O’Leary and White [17] and further studied by many
people [11,12,1,2,3,4,5,6]. In the standard multisplitting method each local approximation solution
1+k
x is updated once using the same vector k
x . At the k th iteration of a nonstationary multi
splitting method, each processor i solves the problem ( ),q k i times, in each time using the new
obtained vector to update the k
x . [16] presented the following non-stationary multi splitting
algorithm for linear systems:
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
2
Algorithm 1.(Nonstationarymultisplitting). Given the initial vector 0
x ,
For 0 1,...= ,k until convergence
In processor i , 1=i to m
0
= ,k
iy x
For 1=l to ( ),q k i
1−
= +l l
i i i iF y G y b
1 ( )
1
+ ,
=
= .∑
m
k q k i
i i
i
x E y
In [16], relaxed nonstationarymultisplitting methods are also studied. The computational results
show that these method are better than the standard multisplitting methods. [8] presented a
nonstationary two-stage multisplitting methods with overlapping blocks. [7] proved the
convergence of the nonstationarymultisplitting method for solving a system of linear equations
when the coefficient matrix is symmetric positive definite.
The purpose of this paper is also on establishing efficient parallel iterative methods for solving the
LCP. By skillfully using the matrix multisplitting methodology and the block property, we propose
a class of nonstationarymultisplitting methods, for solving the linear complementarity problems
(1.1).
The paper is organized as follows. In Section 2 we propose synchronous
nonstationarymultisplitting method for solving LCP and establish its convergence theorem. In
Section 3 we give an asynchronous nonstationary parallel multisplitting method for solving LCP
and analysis the convergence of the algorithm. In Section 4, some numerical results show the
efficiency of our algorithms.
2. SYNCHRONOUS RELAXED NONSTATIONARY MULTISPLITTING
METHOD
Machida([13]) extended the multisplitting methods to the symmetric LCP. And Bai ([1,2,3,4])
developed a class of synchronous relaxed multisplitting methods for LCP, in which the system
matrix is an H -matrix. In this section, by using multisplitting and block property techniques, we
present a nonstationarymultisplitting method for the LCP(1.1), in which A is an −H matrix.
At first we briefly describe the notations. In n
R and ×n n
R the relation ≥ denotes the natural
components partial ordering.In addition, for , ∈ n
x y R we write >x y if 1 2 …> , = , , ,i ix y i n .
A nonsingular matrix ( ) ×
= ∈ n n
ijA a R is termed −M matrix,if 0≤ija for ≠i j and 1
0−
≥A .
Its comparison matrix ( )α< >= ijA is defined by α =| |ii iia , ( )α = − | | ≠ij ija i j . A is said to
be an −H matrix if < >A is an −M matrix. A is said to be an + −H matrix if A is an −H
matrix with positive diagonal elements.
Definition 2.1. A splitting = −A M N is termed −M splitting of matrix A if M is an −M
matrix and 0≥N .
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
3
Remark 2.1. Let’s separate the index set {1 2,..., }:= ,S n into m nonempty subsets
( 1 2,... )= , ,iS i m such that 1=∪ =m
i iS S . We define that
0
( )
0
β ,
,
> , = ∈ ,
= = 
, ,
l i i
l i pq
p q S
E e
otherwise
where
1
,
=
=∑
m
l i
i
E I , and 0, >l iE .
According to the block property, some variables corresponding to the zero entries of ,l iE need not
be calculated.
In this section, we’ll discuss a synchronous nonstationarymultisplitting method.
Algorithm 2. (Synchronous relaxed nonstationarymultisplitting method)
1) Give an initial value 0
x , and let 0=k .
2) For each i ( 1 2 …= , , ,i m ),
0,
= .i k
y x
For 1=j to ( ),s k i ,
T
0
0
,
, ,
, , ,   
   
   

≥ ,
≥ ,

− = ,
j i
j i j i
i
j i j i j i
i
y
M y F
y M y F
(2.1)
where 1, − ,
= +j i j i
iF f N y .
3)
1 ( )
1
(1 )ω ω+ , ,
=
= + − ,∑
m
k s k i i k
i
i
x E y x (2.2)
where
1=
=∑
m
i
i
E I , 0>iE .
4) 1:= +k k , return to step 2) .
Lemma 2.1. ([11]) Let ×
, ∈ n n
A B R satisfy that <A> ≤ <B>. If A is an H -matrix, then B is
also an H -matrix.
Following from Lemma 2.1, we can get the following lemma.
Lemma 2.2.If 〈 〉 ≤ 〈 〉− | |A M N , and A is an H -matrix, then M is an H -matrix.
Lemma 2.3. [11] Let ( ) ×
= ∈ n n
ijA a R . If there exists a ∈ n
u R , 0>u , such that | | <A u u ,
then there exists a number [0 1)θ ∈ , , such that ( )ρ θ≤A .
Lemma 2.4.If 〈 〉 ≤ 〈 〉− | |A M N , and A is an H -matrix, then 1
( ) 1ρ −
〈 〉 | | <M N .
Proof: By Lemma 2.2, 〈 〉M is an −M matrix. Therefore, there exists a positive vector
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
4
1−
= 〈 〉u A e, (11 ... 1)= , , , ∈ n
e R•
, such that
1 1 1
( )− − −
〈 〉 | | ≤ −〈 〉 〈 〉 = −〈 〉 < .M N u I M A u u M e u
By Lemma 2.3, 1
( ) 1ρ −
〈 〉 | | <M N .
The next lemma is obvious.
Lemma 2.5. Let ×
∈ n n
A R be an +H -matrix, and ∈ n
x R . If 0≥jx , then
( ) ( )〈 〉 | | ≤ .j jA x Ax
Lemma 2.6. Let A be an +H matrix, ≤ −i iA M N ( 1 2 ...= , , ,i m ) satisfy that
〈 〉 ≤ 〈 〉− | |i iA M N for each i , and ∗
x be the solution of problem(1.1). If ( ), ,s k i i
y is generated
by Algorithm 2, then
( ) 1 ( ) 1 1 ( )
( ), , ∗ − , − , ∗ − , ∗
| − |≤ 〈 〉 | || − |≤ 〈 〉 | | | − | .s k i i s k i i s k i k
i i i iy x M N y x M N x x
Proof: By Lemma 2.1 and Lemma 2.2, 〈 〉iM is an −M matrix. Consider the following cases:
(1) ( )
0, , ∗
> =s k i i
j jy x .
By (1.1) and (2.1), we have
( ) 0∗ ∗
− − ≥ ,i i j
M x N x f (2.3)
and
( )( ) ( ) 1
0, , , − ,
− − = .s k i i s k i i
i i j
M y N y f (2.4)
Substracting (2.4) from (2.3), we have
( ) ( ) ( )( ) ( ) 1 ( ) 1
( ) ( ), , ∗ , − , ∗ , − , ∗
− ≤ − ≤ | || − | .s k i i s k i i s k i i
i i ij j j
M y x N y x N y x
Otherwise, by Lemma 2.5,
( ) ( )( ) ( )
( ), , ∗ , , ∗
− ≥ 〈 〉 | − | .s k i i s k i i
i ij j
M y x M y x
Therefore,
( ) ( )( ) ( ) 1, , ∗ , − , ∗
〈 〉 | − | ≤ | || − | .s k i i s k i i
i ij j
M y x N y x (2.5)
(2)
( )
0∗ , ,
> =s k i i
j jx y .
Similar to case (1), (2.5) holds true。
(3) 0∗
>jx ,
( )
0, ,
>s k i i
jy .
By (1.1) and (2.1), we have
( ) 0∗ ∗
− − = ,i i j
M x N x f (2.6)
and
( )( ) 1
0, , − ,
− − = .k i s k i i
i i j
M y N y f (2.7)
Substracting (2.7) from (2.6), we have
( ) ( ) ( )( ) ( ) 1 ( ) 1
( ) ( ), , ∗ , − , ∗ , − , ∗
− = − ≤ | || − | ,s k i i s k i i s k i i
i i ij j j
M y x N y x N y x
and
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
5
( ) ( )( ) ( )
( ), , ∗ , , ∗
− ≥ 〈 〉 | − | .s k i i s k i i
i ij j
M y x M y x
Therefore, (2.5) holds。
(4) If ( ), , ∗
=s k i i
j jy x , then
( )
0∗ , , 
 
 
− =s k i i
j
x y . From this we can deduce that the left side of (2.5) is
non-positive, but the right side of (2.5) is non-negative. So (2.5) is true.
In a word,
( ) ( ) 1∗ , , , − , ∗
〈 〉 | − |≤| || − |,s k i i s k i i
i iM x y N y x
or,
( ) 1 ( ) 1∗ , , − , − , ∗
| − |≤ 〈 〉 | || − | .s k i i s k i i
i ix y M N y x
Moreover, by induction,
( ) 1 ( ) 1 1 ( )
( ), , ∗ − , − , ∗ − , ∗
| − |≤ 〈 〉 | || − |≤ 〈 〉 | | | − | .s k i i s k i i s k i k
i i i iy x M N y x M N x x
Lemma 2.7. ([11]) Let ×
∈ n n
A R be nonsingular with 1
0−
≥A . Let = − = −A M N P Q
be two regular splittings of A and
1 1− −
≥ .P M
Then
1 1
( ) ( )ρ ρ− −
≤ .P Q M N
Lemma 2.8. Let = −A M N and = −A D B be −M splittings of A, and
11 22{ }= , , ,L nnD diag a a a . If ≤M D , then 1 1
( ) ( ) 1ρ ρ− −
≤ <M N D B .
Theorem 2.1.Let 1
( )γ ρ −
= D B , (0 2 (1 ))ω γ∈ , / + . And let A be an +H -matrix, and for
each 1 2 ...= , , ,i m , = −i iA M N satisfy that 〈 〉 ≤ 〈 〉− | |i iA M N . Suppose that
1
( )η γ
=
= / ∑
m
i
iE , and %s satisfies that
1 ( )
( ) ( ) 1 2 ...η− ,
〈 〉 | | ≤ , , ≥ , = , , , .%s k i
i iM N s k i s i m (2.8)
If for each 1 2 ...= , ,k , 1 2 …= , , ,i m , ( ), ≥ %s k i s , then the sequence { }k
x generated by the
Algorithm 2 converges to the solution ∗
x of the problem (1.1).
Proof: Since A is an +H -matrix, and for each 1 2 …= , , ,i m , 〈 〉 ≤ 〈 〉− | |i iA M N . By
Lemma 2.4, 1
( ) 1ρ −
〈 〉 | | <i iM N . Let 1 ( )
1
( )− ,
=
= 〈 〉 | |∑
m
s k i
k i i i
i
T E M N . By Lemma 2.6, we have
1 ( )
1
0
1 1
1
( 1 )
( 1 )( 1 ) ( 1 )
ω ω
ω ω
ω ω ω ω ω ω
+ ∗ , , ∗ ∗
=
∗
∗
−
| − |≤ | − | + | − || − |
≤ + | − | | − |
≤ + | − | + | − | + | − | | − |.
∑
L
m
k s k i i k
i
i
k
k
k k
x x E y x x x
T I x x
T I T I T I x x
By (2.8), we have
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
6
1 ( )
1
( )
γ
− ,
=
≤ 〈 〉 | |
≤ .
∑
m
s k i
k i i i
i
T E M N
Therefore,
( 1 ) ( 1 )ω ω ωγ ω∗ ∗
+ | − | | − |≤ + | − | | − | .k k
kT I x x x x
Moreover,
1 0
1 1
0
( 1 )( 1 ) ( 1 )
( 1 )
ω ω ω ω ω ω
ωγ ω
+ ∗ ∗
−
∗
| − |≤ + | − | + | − | + | − | | − |
≤ + | − | | − |.
Lk
k k
k
x x T I T I T I x x
x x
As 0 2 (1 )ω γ< < / + , then 1 1ωγ ω+ | − |< . Therefore, when → ∞k , 1
0+ ∗
| − |→k
x x .
Suppose that A is an −M matrix, it is an + −H matrix, too. Therefore , we have the
following corollary.
Corollary 2.1.Let 1
( )θ ρ −
= D B , (0 2 (1 ))ω θ∈ , / + . And let A be an M -matrix, and for
each 1 2 ...= , , ,i m , = −i iA M N is an M -splitting. Suppose that
1
( )η θ
=
= / ∑
m
i
i
E , and %s
satisfies that
1 ( )
( ) ( ) 1 2 ...,η− ,
≤ , , ≥ , = , , .%s k i
i iM N s k i s i m (2.9)
If for each 1 2 ...= , ,k , 1 2 ...= , , ,i m , ( ), ≥ %s k i s , then the sequence { }k
x generated by the
Algorithm 2 converges to the solution ∗
x of the problem (1.1).
3.ASYNCHRONOUS RELAXED NONSTATIONARY
MULTISPLITTING METHOD
Bai([5,6]) proposed a class of standard asynchronous parallel multisplitting relaxation methods for
LCP. Frommer ([12]) proposed an asynchronous weighted additive Schwarz scheme for solving
the system of linear equations with multi-splitting method and Schwarz method. Mas [16]
presented a relaxed nonstationarymultisplitting method for linear systems. Numerical experiments
demonstrate the asynchronous method is faster than the corresponding synchronous one. The
purpose of this section aims at extending this asynchronous nonstationary version to solving the
LCP.
Let 0 {0 1 2 …}= , , ,N . And for arbitrary 0∈k N , let ( ) {1 2 }⊆ , , ,LJ k m be a nonempty set.
Denote ( ) 0
{ } ∈= k NJ J k , ( ) ( ) ( )( ) 0
1 2 ∈
= , , ,L m k N
S s k s k s k as unbounded sequences, and have
following properties:
(1) For any {1 2 }∈ , , ,Li m , 0∈k N , ( ) ≤ .is k k
(2) For any {1 2 }∈ , , ,Li m , ( )
→+∞
= +∞.i
k
s klim
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
7
(3) For any {1 2 }∈ , , ,Li m , set ( )0{ }∈ | ∈k N i J k is unbounded.
Let ( ) ( ) 1 2 …= , = , , ,i
i
s k s k i mmin . It follows that ( ) ≤s k k by property (1). It’s obvious
that ( )
→+∞
= +∞
k
s klim by property (2).
Let 0
{ }∈t t Nm is a positive integer sequence which is strictly monotone increased.It is produced by
following procedure:
0m is the least positive integer such that
( )
( )
00
{1 2 }
≤ ≤ <
= , , , ,∪ L
s k k m
J k m
Similarly, 1+tm is the least positive integer such that
( )
( )
1
{1 2 }
+≤ ≤ <
= , , , .∪ L
t tm s k k m
J k m
It’s easily known that the sequence { }tm exists by the properties of the sets J and S .
Algorithm 3. (Asynchronous relaxed nonstationarymultisplitting method)
1) Given an initial value 0 0 1 0 2 0
…, , , 
 
 
= , , , ∈m nm
X x x x R
•
, 0 0,
= ∈i n
x x R , 1 2 …= , , ,i m .
0:=k .
2) In processor i ,
( )0 ,,
= .is k ii
y x
For 1=v to ( ),q i k , ,i v
y is the solution of the following LCP:
T
0
0
,
, ,
, , ,   
   
   

≥ ,
≥ ,

− = ,
i v
i v i v
i
i v i v i v
i
y
M y F
y M y F
(3.1)
where 1, , −
= +i v i v
iF f N y .
Let
( )
( )
( )
1
( )
1
(1 )ω ω
,
+ ,
, , ,
,
=
 , ∉ ,

= 
+ − , ∈ ,

∑
k l
k l m
k i q i k k l
i l
i
x l J k
x
E y x l J k
where ( )
1
,
=
=∑
m
k
i l
i
E I ,
( )
0, >k
i lE , and ( ) {1 2 … }⊂ , , ,J k m .
3) 1:= +k k , return to step 2).
The following lemma is obvious.
Lemma 3.1.Let …∗ ∗ ∗ ∗ 
 
 
= , , ,X x x x
•
, 1 2
…, , , 
 
 
= , , ,k k k k m
X x x x
•
, if
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
8
0 1
0…∗ 
 
 
, , , , ⊂ ,∀ ∈ ,k mn
X X X X R k N
and there exists a constant 0δ > and a positive vector ( )…= , , , ∈ ,
T mn
U u u u R such that
δ∗
| − |≤q
X X U for each {0 1 2,... }∈ , , ,q k , then there holds
δ∗
| − |≤ ,v X U
where
( )
( )
( )
1
2
1
2
 ,
 
 
 ,
 
 
 
 
 
, 
 
 
=
M
m
s k
s k
s k m
x
x
v
x
and ( ) ≤ls k k for all {1 2 ... }∈ , , ,l m .
Theorem 3.1.Let 1
( )θ ρ −
≤ D B , (0 2 (1 ))ω θ∈ , / + . And let A be an +H -matrix, and for each
1 2 …= , , ,i m , = −i iA M N satisfy that 〈 〉 ≤ 〈 〉− | |i iA M N . Suppose that
1
( )η θ
=
= / ∑
m
i
i
E ,
and %q satisfies that
1 ( )
( ) ( ) 1 2 ...η− ,
〈 〉 | | ≤ , , ≥ , = , , , .%q i k
i iM N q i k q i m (3.2)
If for each 1 2 ...= , ,k , 1 2 …= , , ,i m , ( ), ≥ %q i k q , then the sequence { },k i
x generated by
Algorithm 3 converges to the solution ∗
x of the problem (1.1).
Proof:Let ( )1
1 1 1−
= 〈 〉 , = , ,..., ∈ n
w A e e R
•
. Then, 0>w , and there exists a constant
[ )0 1γ ∈ , , such that
1 1 1
( ) γ− − −
〈 〉 | | = − 〈 〉 〈 〉 = − 〈 〉 ≤ .l l l lM N w I M A w w M e w
Let
1
{ }∗
≤ ≤
= j
j n
w wmin . Then, 0∗
>w . Define
0
δ
∗
∗
|| − ||
= x x
w
, we get
0
δ∗
| − |≤ .x x w
Therefore, we have
1 0
δγ− ∗
〈 〉 | || − |≤ ,l lM N x x w (3.3)
and
0
δ∗
| − |≤ ,X X W
where ( … )= , , ,W w w w •
.
Now we will prove that
1
0δ+ ∗
| − |≤ , ∈ .k
X X W k N (3.4)
Let’s assume that
{0 1 … }δ∗
| − |≤ , ∈ , , , .q
X X W q k
If ( )∉l J k , then 1+ , ,
=k l k l
x x , and
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
9
1
δ+ , ∗ , ∗
| − |=| − |≤ .k l k l
x x x x w
If ( )∈l J k , then ( )1 ( )
1
+ , , ,
,
=
= ∑
m
kk l l q i k
i l
i
x E y . Therefore,
( )1 ( )
1
(1 )ω ω+ , ∗ , , , ∗
,
=
| − |=| + − − |∑
m
kk l i q i k k l
i l
i
x x E y x x
( ) ( )
1
1ω ω, , ∗ , ∗
,
=
≤ | − | + | − || − |.∑
m
k i q i k k l
i l
i
E y x x x (3.5)
By Lemma 2.6,
( )( ) 1 ( )
( )
,, , ∗ − , ∗
| − |≤ 〈 〉 | | | − |.is k ii q i k q i k
i iy x M N x x
By Lemma 3.1, we have
( )
δ,∗
| − |≤ ,is k i
x x w
and then
( )( ) 1 ( )
( )
,, , ∗ − , ∗
| − |≤ 〈 〉 | | | − |.is k ii q i k q i k
i iy x M N x x (3.6)
Together (3.5) with (3.6), (3.2), and 1 1ωθ ω+ | − |< , we have
1
δ+ , ∗
| − |≤ .k l
x x w
This illustrates that for all 1
0 δ+ ∗
∈ ,| − |≤k
k N X X W .
In the sequel, we prove that
0θ δ∗
| − |≤ , ∀ ≥ , , ∈ .k t
tX X W k m t k N (3.7)
By (3.4), we get
0
δ θ δ∗
| − |≤ = .k
X X W W
Now we assume that , for any ≥ tk m , θ δ∗
| − |≤k t
X X W , and prove that (3.7) holds for any
1+≥ tk m .
By the definition of 1+tm , for any 1+≥ tk m and { }1 2 …∈ , , ,i m , there exists a positive integer j ,
satisfying ( )≤ ≤ <tm s j j k , such that
1
( ), + ,
= , ∈ ,k l j l
x x l J j
where 1+ ,j l
x is the solution of (3.1).
Since for any { }1 2 ...∈ , , ,l m , we have that ( ) ( )≤ is j s j . So we have ( )≤t im s j , and then
( )
θ δ,∗
| − |≤is j i t
x x w . Therefore,
( ) ( )
1
1
1
1
θ δ
, ∗ + , ∗
,− ∗
,
=
+
| − |=| − |
≤ | 〈 〉 | ||| − |
≤ .
∑ i
k l j l
m
j s j i
i l i i
i
t
x x x x
E M N x x
w
That is,
1
θ δ∗ +
| − |≤k t
X X W
holds for any 1+≥ tk m .
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
10
Since [0 1)θ ∈ , , we immediately get that , ∗
→∞ =k l
xlim x x , and then the sequence 0
{ },
∈
k l
k Nx
generated by Algorithm 3 converges to the solution ∗
x of problem (1.1).
Corollary 3.1.Let 1
( )θ ρ −
≤ D B , (0 2 (1 ))ω θ∈ , / + . And let A be an M -matrix, and for each
1 2 ...= , , ,i m , = −i iA M N is an M -splitting. Suppose that
1
( )η θ
=
= / ∑
m
i
i
E , and %q satisfies
that
1 ( )
( ) ( ) 1 2 ...η− ,
≤ , , ≥ , = , , , .%q i k
i iM N q i k q i m (3.8)
If for each 1 2 ...= , , ,i m , 1 2 …= , ,k , ( ), ≥ %q i k q , then the sequence { }k
x generated by the
Algorithm 3 converges to the solution ∗
x of the problem (1.1).
4. NUMERICAL TESTS
In this section, we give some numerical results to illustrate the performance of the method
presented in the paper. These results are for the purpose of illustrating new method for solving
LCP discussed in this paper. As we know, in practice the coefficient matrix is often a sparse
matrix, so in the testing, we consider the LCP as follows:
0 0 ( ) 0≥ , − ≥ , − = ,T
x Ax b x Ax b
where ( (2 ) (4 ) (2 ))π π π= / , / , ,L T
b sin n sin n sin is an 1×n vector,
0 0 0
0 0
0 0 0
0 0 0
0 0 0
− 
 
− − 
 −
= , 
 
 −
  − 
L
L
L
M M M O M M
L
L
C I
I C I
I C
A
C I
I C
4 1 0 0 0
1 4 1 0 0
0 1 4 0 0
0 0 0 4 1
0 0 0 1 4
− 
 
− − 
 −
= , 
 
 −
  − 
L
L
L
M M M O M M
L
L
C
and I is a unit matrix.
For Case 2=m and Case 3=m , we consider the nonstationary relaxed synchronous
multisplitting method to solve the above linear complementarity problem. The stopping
criterion of the out iteration is 1 6
10+ −
− <k k
x x . Let time denote the CPU time(sec.), and
Out-iter denote the number of out iteration. The numerical results are listed in Table 1 and
Table 2.
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
11
Table 1: m = 2, Comparison of results between Nonstationary Relaxed Multisplitting Method(NRM) and
Standard Multisplitting Method(SMM)
level NRM SMM
θ = 0.5 θ = 0.1 θ = 0.01 θ = 0.001
64*64 time 3.5100 4.4928 5.6472 7.5036 13.6657
Out-iter 4378 3565 3409 3366 3360
128*128 time 44.0703 58.44 84.37 112.15 634.69
Out-iter 17516 14262 13635 13462 13438
256*256 time 613.61 886.83 1439.0 2015.4 9492.8
Out-iter 70082 57059 54549 53860 53761
From Table 1 and Table 2, the new nonstationary relaxed multisplittingmethod(NRM) has more
efficiency than the standard multisplitting method(SMM). In our numerical tests, the stopping
criterion of the inner iteration in SMM is
T 8
10| |, , , −   
   
   
− <i v i v i v
iy M y F . Though NRM has more
number of the out iteration than SMM, the number of inner iteration of NRM is less than
SMM. Therefore, NRM spend less time than SMM. These show us that NRM is more
efficient.
5. CONCLUSION AND REMARKS
Mas ([16]) proposed a nonstationary parallel relaxed multisplitting methods for linear
system. The numerical experiments show that these methods are better than the standard
ones. In this paper, we develop a class of nonstationary relaxed synchronous and
asynchronous multisplitting methods for solving linear complementarity problems with
−H matrices. The convergence of the methods are analysed, and the efficiency is shown
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
12
by numerical tests.
ACKNOWLEDGEMENT
This work was supported by Natural Science Foundation of China (11161014),National
Project for Research and Development of Major ScientificInstruments(61627807), and
Guangxi Natural Science Foundation(2015 GXNSFAA 139014).
REFERENCES
[1] Z.Z. Bai, The convergence of parallel iteration algorithms for linear complementarity
problems, Computers Math. Appli., 32(1996), 1-17.
[2] Z.Z. Bai, D. J. Evans, Matrix multisplitting relaxation methods for linear
complementarity problems, Intern. J. Computer Math., 63(1997), 309-326.
[3] Z.Z.Bai, On the convergence of the multisplitting methods for the linear
complementarity problem, SIAM Journal on Matrix Analysis and Applications,
21:1(1999), 67-78.
[4] Z.Z.Bai, D. J. Evans, Matrix multisplitting methods with applications to linear
complementarity problems: Parallel synchronous and chaotic methods,
CalculateursParalleles, 13:1(2001), 125-154.
[5] Z.Z.Bai, D. J. Evans, Matrix multisplitting methods with applications to linear
complementarity problems: Parallel asynchronous methods, Intern. J. Computer
Math., 79:2(2002), 205-232.
[6] Z.Z.Bai, Y. G. Huang, Relaxed asynchronous iteration for the linear complementarity
problem, J. Comp. Math., 20(2002), 97-112.
[7] Z.Z.Bai, On the convergence of parallel nonstationarymultisplitting iteration methods,
J. Comp. Appl. Math., 159(2003), 1-11.
[8] Z.H.Cao, Nonstationary two-stage multisplitting methods with overlapping blocks,
Linear Algebra and its Application, 285(1998), 153-163.
[9] R.W.Cottle, R. S. Sacher, On the solution of large structured linear complementarity
problems: The tridiagonal case, Appl. Math. Optim., 4(1977), 321-340.
[10] R.W. Cottle, G. H. Golub, R. S. Sacher, On the solution of large structured linear
complementarity problems: The block partitioned case, Appl. Math. Optim., 4(1978),
347-363.
[11] A.Frommer, H. Schwandt,A unified representation and theory of algebraic additive
Schwarz and multisplitting methods, SIAM J. Matrix Anal. Appl. 18(1997) 893-912.
International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018
13
[12] A.Frommer, H. Schwandt, D. B. Szyld, Asynchronous weighted additive Schwarz
methods, Elec. Trans. Numer. Anal.,5(1997),48-61.
[13] N.Machida, M. Fukushima, T. Ibaraki, A multisplitting method for symmetric linear
complementarity problems, J. Comput. Appl. Math., 62(1995), 217-227.
[14] O.L. Mangasarian, Solution of symmetric linear complementarity problems by
iterative methods, J. Optim. Theory Appl., 22(1977), 465-485.
[15] O.L. Mangasarian, R. De Leone, Parallel successive overrelaxation methods for the
symmetric linear complementarity problems by iterative methods, J. Optim. Theory
Appl., 54(1987), 437-446.
[16] J. Mas, V. M. J. Penades, Nonstationary parallel relaxed multisplitting methods,
Linear Algebra and its Application, 243(1996), 733-747.
[17] D. P. O’Leary, R. E. White, Multisplittings of matrices and parallel solution of linear
systems, SIAM J. Algebraic Discrete Methods, 6(1985), 630-640.
[18] J. P. Zeng, D. H. Li, M. Fukushima, Weighted max-norm estimate of additive
Schwarz ietration scheme for solving linear complementarity problems, J. Comput.
Appl. Math., 131(2001), 1-14.

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NONSTATIONARY RELAXED MULTISPLITTING METHODS FOR SOLVING LINEAR COMPLEMENTARITY PROBLEMS WITH H−MATRICES

  • 1. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 DOI:10.5121/ijcsa.2018.8101 1 NONSTATIONARY RELAXED MULTISPLITTING METHODS FOR SOLVING LINEAR COMPLEMENTARITY PROBLEMS WITH H−MATRICES Cuiyu Liu and Chenliang Li School of Mathematics and Computing Science, Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin, Guangxi, China,541004. ABSTRACT In this paper we consider some non stationary relaxed synchronous and asynchronous multisplitting methods for solving the linear complementarity problems with their coefficient matrices being H−matrices. The convergence theorems of the methods are given,and the efficiency is shown by numerical tests. KEY WORDS linear complementarity problem, nonstationary, asynchronous, H−matrix. AMS(2000) subject classifications. 65Y05, 65H10, 65N55 1. INTRODUCTION Many science and engineering problems are usually induced as linear complementarity problems(LCP): finding an ∈ n x R such that 0 0 ( ) 0≥ , − ≥ , − = ,x Ax f x Ax f• (1.1) where × ∈ n n A R is a given matrix, and ∈ n f R is a vector. It is necessary to establish an efficient algorithm for solving the complementarity problem(CP). There have been lots of works on the solution of the linear complementarity problem([9,10,14,15,13,18]), which presented feasible and essential techniques for LCP. The multisplitting method was introduced by O’Leary and White [17] and further studied by many people [11,12,1,2,3,4,5,6]. In the standard multisplitting method each local approximation solution 1+k x is updated once using the same vector k x . At the k th iteration of a nonstationary multi splitting method, each processor i solves the problem ( ),q k i times, in each time using the new obtained vector to update the k x . [16] presented the following non-stationary multi splitting algorithm for linear systems:
  • 2. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 2 Algorithm 1.(Nonstationarymultisplitting). Given the initial vector 0 x , For 0 1,...= ,k until convergence In processor i , 1=i to m 0 = ,k iy x For 1=l to ( ),q k i 1− = +l l i i i iF y G y b 1 ( ) 1 + , = = .∑ m k q k i i i i x E y In [16], relaxed nonstationarymultisplitting methods are also studied. The computational results show that these method are better than the standard multisplitting methods. [8] presented a nonstationary two-stage multisplitting methods with overlapping blocks. [7] proved the convergence of the nonstationarymultisplitting method for solving a system of linear equations when the coefficient matrix is symmetric positive definite. The purpose of this paper is also on establishing efficient parallel iterative methods for solving the LCP. By skillfully using the matrix multisplitting methodology and the block property, we propose a class of nonstationarymultisplitting methods, for solving the linear complementarity problems (1.1). The paper is organized as follows. In Section 2 we propose synchronous nonstationarymultisplitting method for solving LCP and establish its convergence theorem. In Section 3 we give an asynchronous nonstationary parallel multisplitting method for solving LCP and analysis the convergence of the algorithm. In Section 4, some numerical results show the efficiency of our algorithms. 2. SYNCHRONOUS RELAXED NONSTATIONARY MULTISPLITTING METHOD Machida([13]) extended the multisplitting methods to the symmetric LCP. And Bai ([1,2,3,4]) developed a class of synchronous relaxed multisplitting methods for LCP, in which the system matrix is an H -matrix. In this section, by using multisplitting and block property techniques, we present a nonstationarymultisplitting method for the LCP(1.1), in which A is an −H matrix. At first we briefly describe the notations. In n R and ×n n R the relation ≥ denotes the natural components partial ordering.In addition, for , ∈ n x y R we write >x y if 1 2 …> , = , , ,i ix y i n . A nonsingular matrix ( ) × = ∈ n n ijA a R is termed −M matrix,if 0≤ija for ≠i j and 1 0− ≥A . Its comparison matrix ( )α< >= ijA is defined by α =| |ii iia , ( )α = − | | ≠ij ija i j . A is said to be an −H matrix if < >A is an −M matrix. A is said to be an + −H matrix if A is an −H matrix with positive diagonal elements. Definition 2.1. A splitting = −A M N is termed −M splitting of matrix A if M is an −M matrix and 0≥N .
  • 3. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 3 Remark 2.1. Let’s separate the index set {1 2,..., }:= ,S n into m nonempty subsets ( 1 2,... )= , ,iS i m such that 1=∪ =m i iS S . We define that 0 ( ) 0 β , , > , = ∈ , = =  , , l i i l i pq p q S E e otherwise where 1 , = =∑ m l i i E I , and 0, >l iE . According to the block property, some variables corresponding to the zero entries of ,l iE need not be calculated. In this section, we’ll discuss a synchronous nonstationarymultisplitting method. Algorithm 2. (Synchronous relaxed nonstationarymultisplitting method) 1) Give an initial value 0 x , and let 0=k . 2) For each i ( 1 2 …= , , ,i m ), 0, = .i k y x For 1=j to ( ),s k i , T 0 0 , , , , , ,             ≥ , ≥ ,  − = , j i j i j i i j i j i j i i y M y F y M y F (2.1) where 1, − , = +j i j i iF f N y . 3) 1 ( ) 1 (1 )ω ω+ , , = = + − ,∑ m k s k i i k i i x E y x (2.2) where 1= =∑ m i i E I , 0>iE . 4) 1:= +k k , return to step 2) . Lemma 2.1. ([11]) Let × , ∈ n n A B R satisfy that <A> ≤ <B>. If A is an H -matrix, then B is also an H -matrix. Following from Lemma 2.1, we can get the following lemma. Lemma 2.2.If 〈 〉 ≤ 〈 〉− | |A M N , and A is an H -matrix, then M is an H -matrix. Lemma 2.3. [11] Let ( ) × = ∈ n n ijA a R . If there exists a ∈ n u R , 0>u , such that | | <A u u , then there exists a number [0 1)θ ∈ , , such that ( )ρ θ≤A . Lemma 2.4.If 〈 〉 ≤ 〈 〉− | |A M N , and A is an H -matrix, then 1 ( ) 1ρ − 〈 〉 | | <M N . Proof: By Lemma 2.2, 〈 〉M is an −M matrix. Therefore, there exists a positive vector
  • 4. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 4 1− = 〈 〉u A e, (11 ... 1)= , , , ∈ n e R• , such that 1 1 1 ( )− − − 〈 〉 | | ≤ −〈 〉 〈 〉 = −〈 〉 < .M N u I M A u u M e u By Lemma 2.3, 1 ( ) 1ρ − 〈 〉 | | <M N . The next lemma is obvious. Lemma 2.5. Let × ∈ n n A R be an +H -matrix, and ∈ n x R . If 0≥jx , then ( ) ( )〈 〉 | | ≤ .j jA x Ax Lemma 2.6. Let A be an +H matrix, ≤ −i iA M N ( 1 2 ...= , , ,i m ) satisfy that 〈 〉 ≤ 〈 〉− | |i iA M N for each i , and ∗ x be the solution of problem(1.1). If ( ), ,s k i i y is generated by Algorithm 2, then ( ) 1 ( ) 1 1 ( ) ( ), , ∗ − , − , ∗ − , ∗ | − |≤ 〈 〉 | || − |≤ 〈 〉 | | | − | .s k i i s k i i s k i k i i i iy x M N y x M N x x Proof: By Lemma 2.1 and Lemma 2.2, 〈 〉iM is an −M matrix. Consider the following cases: (1) ( ) 0, , ∗ > =s k i i j jy x . By (1.1) and (2.1), we have ( ) 0∗ ∗ − − ≥ ,i i j M x N x f (2.3) and ( )( ) ( ) 1 0, , , − , − − = .s k i i s k i i i i j M y N y f (2.4) Substracting (2.4) from (2.3), we have ( ) ( ) ( )( ) ( ) 1 ( ) 1 ( ) ( ), , ∗ , − , ∗ , − , ∗ − ≤ − ≤ | || − | .s k i i s k i i s k i i i i ij j j M y x N y x N y x Otherwise, by Lemma 2.5, ( ) ( )( ) ( ) ( ), , ∗ , , ∗ − ≥ 〈 〉 | − | .s k i i s k i i i ij j M y x M y x Therefore, ( ) ( )( ) ( ) 1, , ∗ , − , ∗ 〈 〉 | − | ≤ | || − | .s k i i s k i i i ij j M y x N y x (2.5) (2) ( ) 0∗ , , > =s k i i j jx y . Similar to case (1), (2.5) holds true。 (3) 0∗ >jx , ( ) 0, , >s k i i jy . By (1.1) and (2.1), we have ( ) 0∗ ∗ − − = ,i i j M x N x f (2.6) and ( )( ) 1 0, , − , − − = .k i s k i i i i j M y N y f (2.7) Substracting (2.7) from (2.6), we have ( ) ( ) ( )( ) ( ) 1 ( ) 1 ( ) ( ), , ∗ , − , ∗ , − , ∗ − = − ≤ | || − | ,s k i i s k i i s k i i i i ij j j M y x N y x N y x and
  • 5. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 5 ( ) ( )( ) ( ) ( ), , ∗ , , ∗ − ≥ 〈 〉 | − | .s k i i s k i i i ij j M y x M y x Therefore, (2.5) holds。 (4) If ( ), , ∗ =s k i i j jy x , then ( ) 0∗ , ,      − =s k i i j x y . From this we can deduce that the left side of (2.5) is non-positive, but the right side of (2.5) is non-negative. So (2.5) is true. In a word, ( ) ( ) 1∗ , , , − , ∗ 〈 〉 | − |≤| || − |,s k i i s k i i i iM x y N y x or, ( ) 1 ( ) 1∗ , , − , − , ∗ | − |≤ 〈 〉 | || − | .s k i i s k i i i ix y M N y x Moreover, by induction, ( ) 1 ( ) 1 1 ( ) ( ), , ∗ − , − , ∗ − , ∗ | − |≤ 〈 〉 | || − |≤ 〈 〉 | | | − | .s k i i s k i i s k i k i i i iy x M N y x M N x x Lemma 2.7. ([11]) Let × ∈ n n A R be nonsingular with 1 0− ≥A . Let = − = −A M N P Q be two regular splittings of A and 1 1− − ≥ .P M Then 1 1 ( ) ( )ρ ρ− − ≤ .P Q M N Lemma 2.8. Let = −A M N and = −A D B be −M splittings of A, and 11 22{ }= , , ,L nnD diag a a a . If ≤M D , then 1 1 ( ) ( ) 1ρ ρ− − ≤ <M N D B . Theorem 2.1.Let 1 ( )γ ρ − = D B , (0 2 (1 ))ω γ∈ , / + . And let A be an +H -matrix, and for each 1 2 ...= , , ,i m , = −i iA M N satisfy that 〈 〉 ≤ 〈 〉− | |i iA M N . Suppose that 1 ( )η γ = = / ∑ m i iE , and %s satisfies that 1 ( ) ( ) ( ) 1 2 ...η− , 〈 〉 | | ≤ , , ≥ , = , , , .%s k i i iM N s k i s i m (2.8) If for each 1 2 ...= , ,k , 1 2 …= , , ,i m , ( ), ≥ %s k i s , then the sequence { }k x generated by the Algorithm 2 converges to the solution ∗ x of the problem (1.1). Proof: Since A is an +H -matrix, and for each 1 2 …= , , ,i m , 〈 〉 ≤ 〈 〉− | |i iA M N . By Lemma 2.4, 1 ( ) 1ρ − 〈 〉 | | <i iM N . Let 1 ( ) 1 ( )− , = = 〈 〉 | |∑ m s k i k i i i i T E M N . By Lemma 2.6, we have 1 ( ) 1 0 1 1 1 ( 1 ) ( 1 )( 1 ) ( 1 ) ω ω ω ω ω ω ω ω ω ω + ∗ , , ∗ ∗ = ∗ ∗ − | − |≤ | − | + | − || − | ≤ + | − | | − | ≤ + | − | + | − | + | − | | − |. ∑ L m k s k i i k i i k k k k x x E y x x x T I x x T I T I T I x x By (2.8), we have
  • 6. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 6 1 ( ) 1 ( ) γ − , = ≤ 〈 〉 | | ≤ . ∑ m s k i k i i i i T E M N Therefore, ( 1 ) ( 1 )ω ω ωγ ω∗ ∗ + | − | | − |≤ + | − | | − | .k k kT I x x x x Moreover, 1 0 1 1 0 ( 1 )( 1 ) ( 1 ) ( 1 ) ω ω ω ω ω ω ωγ ω + ∗ ∗ − ∗ | − |≤ + | − | + | − | + | − | | − | ≤ + | − | | − |. Lk k k k x x T I T I T I x x x x As 0 2 (1 )ω γ< < / + , then 1 1ωγ ω+ | − |< . Therefore, when → ∞k , 1 0+ ∗ | − |→k x x . Suppose that A is an −M matrix, it is an + −H matrix, too. Therefore , we have the following corollary. Corollary 2.1.Let 1 ( )θ ρ − = D B , (0 2 (1 ))ω θ∈ , / + . And let A be an M -matrix, and for each 1 2 ...= , , ,i m , = −i iA M N is an M -splitting. Suppose that 1 ( )η θ = = / ∑ m i i E , and %s satisfies that 1 ( ) ( ) ( ) 1 2 ...,η− , ≤ , , ≥ , = , , .%s k i i iM N s k i s i m (2.9) If for each 1 2 ...= , ,k , 1 2 ...= , , ,i m , ( ), ≥ %s k i s , then the sequence { }k x generated by the Algorithm 2 converges to the solution ∗ x of the problem (1.1). 3.ASYNCHRONOUS RELAXED NONSTATIONARY MULTISPLITTING METHOD Bai([5,6]) proposed a class of standard asynchronous parallel multisplitting relaxation methods for LCP. Frommer ([12]) proposed an asynchronous weighted additive Schwarz scheme for solving the system of linear equations with multi-splitting method and Schwarz method. Mas [16] presented a relaxed nonstationarymultisplitting method for linear systems. Numerical experiments demonstrate the asynchronous method is faster than the corresponding synchronous one. The purpose of this section aims at extending this asynchronous nonstationary version to solving the LCP. Let 0 {0 1 2 …}= , , ,N . And for arbitrary 0∈k N , let ( ) {1 2 }⊆ , , ,LJ k m be a nonempty set. Denote ( ) 0 { } ∈= k NJ J k , ( ) ( ) ( )( ) 0 1 2 ∈ = , , ,L m k N S s k s k s k as unbounded sequences, and have following properties: (1) For any {1 2 }∈ , , ,Li m , 0∈k N , ( ) ≤ .is k k (2) For any {1 2 }∈ , , ,Li m , ( ) →+∞ = +∞.i k s klim
  • 7. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 7 (3) For any {1 2 }∈ , , ,Li m , set ( )0{ }∈ | ∈k N i J k is unbounded. Let ( ) ( ) 1 2 …= , = , , ,i i s k s k i mmin . It follows that ( ) ≤s k k by property (1). It’s obvious that ( ) →+∞ = +∞ k s klim by property (2). Let 0 { }∈t t Nm is a positive integer sequence which is strictly monotone increased.It is produced by following procedure: 0m is the least positive integer such that ( ) ( ) 00 {1 2 } ≤ ≤ < = , , , ,∪ L s k k m J k m Similarly, 1+tm is the least positive integer such that ( ) ( ) 1 {1 2 } +≤ ≤ < = , , , .∪ L t tm s k k m J k m It’s easily known that the sequence { }tm exists by the properties of the sets J and S . Algorithm 3. (Asynchronous relaxed nonstationarymultisplitting method) 1) Given an initial value 0 0 1 0 2 0 …, , ,      = , , , ∈m nm X x x x R • , 0 0, = ∈i n x x R , 1 2 …= , , ,i m . 0:=k . 2) In processor i , ( )0 ,, = .is k ii y x For 1=v to ( ),q i k , ,i v y is the solution of the following LCP: T 0 0 , , , , , ,             ≥ , ≥ ,  − = , i v i v i v i i v i v i v i y M y F y M y F (3.1) where 1, , − = +i v i v iF f N y . Let ( ) ( ) ( ) 1 ( ) 1 (1 )ω ω , + , , , , , =  , ∉ ,  =  + − , ∈ ,  ∑ k l k l m k i q i k k l i l i x l J k x E y x l J k where ( ) 1 , = =∑ m k i l i E I , ( ) 0, >k i lE , and ( ) {1 2 … }⊂ , , ,J k m . 3) 1:= +k k , return to step 2). The following lemma is obvious. Lemma 3.1.Let …∗ ∗ ∗ ∗      = , , ,X x x x • , 1 2 …, , ,      = , , ,k k k k m X x x x • , if
  • 8. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 8 0 1 0…∗      , , , , ⊂ ,∀ ∈ ,k mn X X X X R k N and there exists a constant 0δ > and a positive vector ( )…= , , , ∈ , T mn U u u u R such that δ∗ | − |≤q X X U for each {0 1 2,... }∈ , , ,q k , then there holds δ∗ | − |≤ ,v X U where ( ) ( ) ( ) 1 2 1 2  ,      ,           ,      = M m s k s k s k m x x v x and ( ) ≤ls k k for all {1 2 ... }∈ , , ,l m . Theorem 3.1.Let 1 ( )θ ρ − ≤ D B , (0 2 (1 ))ω θ∈ , / + . And let A be an +H -matrix, and for each 1 2 …= , , ,i m , = −i iA M N satisfy that 〈 〉 ≤ 〈 〉− | |i iA M N . Suppose that 1 ( )η θ = = / ∑ m i i E , and %q satisfies that 1 ( ) ( ) ( ) 1 2 ...η− , 〈 〉 | | ≤ , , ≥ , = , , , .%q i k i iM N q i k q i m (3.2) If for each 1 2 ...= , ,k , 1 2 …= , , ,i m , ( ), ≥ %q i k q , then the sequence { },k i x generated by Algorithm 3 converges to the solution ∗ x of the problem (1.1). Proof:Let ( )1 1 1 1− = 〈 〉 , = , ,..., ∈ n w A e e R • . Then, 0>w , and there exists a constant [ )0 1γ ∈ , , such that 1 1 1 ( ) γ− − − 〈 〉 | | = − 〈 〉 〈 〉 = − 〈 〉 ≤ .l l l lM N w I M A w w M e w Let 1 { }∗ ≤ ≤ = j j n w wmin . Then, 0∗ >w . Define 0 δ ∗ ∗ || − || = x x w , we get 0 δ∗ | − |≤ .x x w Therefore, we have 1 0 δγ− ∗ 〈 〉 | || − |≤ ,l lM N x x w (3.3) and 0 δ∗ | − |≤ ,X X W where ( … )= , , ,W w w w • . Now we will prove that 1 0δ+ ∗ | − |≤ , ∈ .k X X W k N (3.4) Let’s assume that {0 1 … }δ∗ | − |≤ , ∈ , , , .q X X W q k If ( )∉l J k , then 1+ , , =k l k l x x , and
  • 9. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 9 1 δ+ , ∗ , ∗ | − |=| − |≤ .k l k l x x x x w If ( )∈l J k , then ( )1 ( ) 1 + , , , , = = ∑ m kk l l q i k i l i x E y . Therefore, ( )1 ( ) 1 (1 )ω ω+ , ∗ , , , ∗ , = | − |=| + − − |∑ m kk l i q i k k l i l i x x E y x x ( ) ( ) 1 1ω ω, , ∗ , ∗ , = ≤ | − | + | − || − |.∑ m k i q i k k l i l i E y x x x (3.5) By Lemma 2.6, ( )( ) 1 ( ) ( ) ,, , ∗ − , ∗ | − |≤ 〈 〉 | | | − |.is k ii q i k q i k i iy x M N x x By Lemma 3.1, we have ( ) δ,∗ | − |≤ ,is k i x x w and then ( )( ) 1 ( ) ( ) ,, , ∗ − , ∗ | − |≤ 〈 〉 | | | − |.is k ii q i k q i k i iy x M N x x (3.6) Together (3.5) with (3.6), (3.2), and 1 1ωθ ω+ | − |< , we have 1 δ+ , ∗ | − |≤ .k l x x w This illustrates that for all 1 0 δ+ ∗ ∈ ,| − |≤k k N X X W . In the sequel, we prove that 0θ δ∗ | − |≤ , ∀ ≥ , , ∈ .k t tX X W k m t k N (3.7) By (3.4), we get 0 δ θ δ∗ | − |≤ = .k X X W W Now we assume that , for any ≥ tk m , θ δ∗ | − |≤k t X X W , and prove that (3.7) holds for any 1+≥ tk m . By the definition of 1+tm , for any 1+≥ tk m and { }1 2 …∈ , , ,i m , there exists a positive integer j , satisfying ( )≤ ≤ <tm s j j k , such that 1 ( ), + , = , ∈ ,k l j l x x l J j where 1+ ,j l x is the solution of (3.1). Since for any { }1 2 ...∈ , , ,l m , we have that ( ) ( )≤ is j s j . So we have ( )≤t im s j , and then ( ) θ δ,∗ | − |≤is j i t x x w . Therefore, ( ) ( ) 1 1 1 1 θ δ , ∗ + , ∗ ,− ∗ , = + | − |=| − | ≤ | 〈 〉 | ||| − | ≤ . ∑ i k l j l m j s j i i l i i i t x x x x E M N x x w That is, 1 θ δ∗ + | − |≤k t X X W holds for any 1+≥ tk m .
  • 10. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 10 Since [0 1)θ ∈ , , we immediately get that , ∗ →∞ =k l xlim x x , and then the sequence 0 { }, ∈ k l k Nx generated by Algorithm 3 converges to the solution ∗ x of problem (1.1). Corollary 3.1.Let 1 ( )θ ρ − ≤ D B , (0 2 (1 ))ω θ∈ , / + . And let A be an M -matrix, and for each 1 2 ...= , , ,i m , = −i iA M N is an M -splitting. Suppose that 1 ( )η θ = = / ∑ m i i E , and %q satisfies that 1 ( ) ( ) ( ) 1 2 ...η− , ≤ , , ≥ , = , , , .%q i k i iM N q i k q i m (3.8) If for each 1 2 ...= , , ,i m , 1 2 …= , ,k , ( ), ≥ %q i k q , then the sequence { }k x generated by the Algorithm 3 converges to the solution ∗ x of the problem (1.1). 4. NUMERICAL TESTS In this section, we give some numerical results to illustrate the performance of the method presented in the paper. These results are for the purpose of illustrating new method for solving LCP discussed in this paper. As we know, in practice the coefficient matrix is often a sparse matrix, so in the testing, we consider the LCP as follows: 0 0 ( ) 0≥ , − ≥ , − = ,T x Ax b x Ax b where ( (2 ) (4 ) (2 ))π π π= / , / , ,L T b sin n sin n sin is an 1×n vector, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −    − −   − = ,     −   −  L L L M M M O M M L L C I I C I I C A C I I C 4 1 0 0 0 1 4 1 0 0 0 1 4 0 0 0 0 0 4 1 0 0 0 1 4 −    − −   − = ,     −   −  L L L M M M O M M L L C and I is a unit matrix. For Case 2=m and Case 3=m , we consider the nonstationary relaxed synchronous multisplitting method to solve the above linear complementarity problem. The stopping criterion of the out iteration is 1 6 10+ − − <k k x x . Let time denote the CPU time(sec.), and Out-iter denote the number of out iteration. The numerical results are listed in Table 1 and Table 2.
  • 11. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 11 Table 1: m = 2, Comparison of results between Nonstationary Relaxed Multisplitting Method(NRM) and Standard Multisplitting Method(SMM) level NRM SMM θ = 0.5 θ = 0.1 θ = 0.01 θ = 0.001 64*64 time 3.5100 4.4928 5.6472 7.5036 13.6657 Out-iter 4378 3565 3409 3366 3360 128*128 time 44.0703 58.44 84.37 112.15 634.69 Out-iter 17516 14262 13635 13462 13438 256*256 time 613.61 886.83 1439.0 2015.4 9492.8 Out-iter 70082 57059 54549 53860 53761 From Table 1 and Table 2, the new nonstationary relaxed multisplittingmethod(NRM) has more efficiency than the standard multisplitting method(SMM). In our numerical tests, the stopping criterion of the inner iteration in SMM is T 8 10| |, , , −            − <i v i v i v iy M y F . Though NRM has more number of the out iteration than SMM, the number of inner iteration of NRM is less than SMM. Therefore, NRM spend less time than SMM. These show us that NRM is more efficient. 5. CONCLUSION AND REMARKS Mas ([16]) proposed a nonstationary parallel relaxed multisplitting methods for linear system. The numerical experiments show that these methods are better than the standard ones. In this paper, we develop a class of nonstationary relaxed synchronous and asynchronous multisplitting methods for solving linear complementarity problems with −H matrices. The convergence of the methods are analysed, and the efficiency is shown
  • 12. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 12 by numerical tests. ACKNOWLEDGEMENT This work was supported by Natural Science Foundation of China (11161014),National Project for Research and Development of Major ScientificInstruments(61627807), and Guangxi Natural Science Foundation(2015 GXNSFAA 139014). REFERENCES [1] Z.Z. Bai, The convergence of parallel iteration algorithms for linear complementarity problems, Computers Math. Appli., 32(1996), 1-17. [2] Z.Z. Bai, D. J. Evans, Matrix multisplitting relaxation methods for linear complementarity problems, Intern. J. Computer Math., 63(1997), 309-326. [3] Z.Z.Bai, On the convergence of the multisplitting methods for the linear complementarity problem, SIAM Journal on Matrix Analysis and Applications, 21:1(1999), 67-78. [4] Z.Z.Bai, D. J. Evans, Matrix multisplitting methods with applications to linear complementarity problems: Parallel synchronous and chaotic methods, CalculateursParalleles, 13:1(2001), 125-154. [5] Z.Z.Bai, D. J. Evans, Matrix multisplitting methods with applications to linear complementarity problems: Parallel asynchronous methods, Intern. J. Computer Math., 79:2(2002), 205-232. [6] Z.Z.Bai, Y. G. Huang, Relaxed asynchronous iteration for the linear complementarity problem, J. Comp. Math., 20(2002), 97-112. [7] Z.Z.Bai, On the convergence of parallel nonstationarymultisplitting iteration methods, J. Comp. Appl. Math., 159(2003), 1-11. [8] Z.H.Cao, Nonstationary two-stage multisplitting methods with overlapping blocks, Linear Algebra and its Application, 285(1998), 153-163. [9] R.W.Cottle, R. S. Sacher, On the solution of large structured linear complementarity problems: The tridiagonal case, Appl. Math. Optim., 4(1977), 321-340. [10] R.W. Cottle, G. H. Golub, R. S. Sacher, On the solution of large structured linear complementarity problems: The block partitioned case, Appl. Math. Optim., 4(1978), 347-363. [11] A.Frommer, H. Schwandt,A unified representation and theory of algebraic additive Schwarz and multisplitting methods, SIAM J. Matrix Anal. Appl. 18(1997) 893-912.
  • 13. International Journal on Computational Science & Applications (IJCSA) Vol.8, No.1, February 2018 13 [12] A.Frommer, H. Schwandt, D. B. Szyld, Asynchronous weighted additive Schwarz methods, Elec. Trans. Numer. Anal.,5(1997),48-61. [13] N.Machida, M. Fukushima, T. Ibaraki, A multisplitting method for symmetric linear complementarity problems, J. Comput. Appl. Math., 62(1995), 217-227. [14] O.L. Mangasarian, Solution of symmetric linear complementarity problems by iterative methods, J. Optim. Theory Appl., 22(1977), 465-485. [15] O.L. Mangasarian, R. De Leone, Parallel successive overrelaxation methods for the symmetric linear complementarity problems by iterative methods, J. Optim. Theory Appl., 54(1987), 437-446. [16] J. Mas, V. M. J. Penades, Nonstationary parallel relaxed multisplitting methods, Linear Algebra and its Application, 243(1996), 733-747. [17] D. P. O’Leary, R. E. White, Multisplittings of matrices and parallel solution of linear systems, SIAM J. Algebraic Discrete Methods, 6(1985), 630-640. [18] J. P. Zeng, D. H. Li, M. Fukushima, Weighted max-norm estimate of additive Schwarz ietration scheme for solving linear complementarity problems, J. Comput. Appl. Math., 131(2001), 1-14.