ON THE CONVERGENCE OF SOR-TYPE AND JOR-TYPE METHODS FOR CONVEX LINEAR COMPLEMENTARITY-PROBLEMS

We consider SOR- and JOR-type iterative methods for solving linear complementarity problems. If the solution set is not discrete, weak-convergence proofs are usually obtained for these methods; i.e., every accumulation point of the generated sequence is a solution. We prove that, for the convex case, the whole sequence converges, and if the limit point is nondegenerate, convergence is linear.15460161