Geodesic
Generalized symmetric accelerated over relaxation method for solving absolute value complementarity problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 3

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In this paper, we suggest and analyze a symmetric accelerated over relaxation (SAOR) method for absolute complementarity problems of finding $x\in R^n$, such that $x\geqslant0$, $Ax-|x|-b\geqslant0$, $\langle x,Ax-|x|-b\rangle=0$, where $A\in R^{n\times n}$ and $b\in R^n$. We discuss the convergence of SAOR method when the system matrix $A$ is an $L$-matrix. Several examples are given to illustrate the implementation and efficiency of the method. The results proved in this paper may stimulate further research in this fascinating and interesting field. 
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     author = {M. A. Noor and K. I. Noor and Javed Iqbal},
     title = {Generalized symmetric accelerated over relaxation method for solving absolute value complementarity problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {343},
     publisher = {mathdoc},
     volume = {53},
     number = {3},
     year = {2013},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_3_a2/}
}
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M. A. Noor; K. I. Noor; Javed Iqbal. Generalized symmetric accelerated over relaxation method for solving absolute value complementarity problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 3. http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_3_a2/