Convergence Properties of Iterative Methods for Symmetric Positive Semidefinite Linear Complementarity Problems

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Abstract
We consider iterative methods using splittings for solving symmetric positive semidefinite linear complementarity problems. We prove strong convergence, i.e., convergence of the whole sequence, for these types of methods with the only hypothesis of existence of a solution. To do this we introduce dual methods for solving a dual quadratic programming problem and we prove linear convergence of such methods.

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