In this paper we apply an iterative method, the SAOR method for solving the linear complementarity problem, and some sufficient conditions for the convergence of the new method are presented when the system matrix M is an M-matrix. Moreover when M is an L-matrix, we discuss the monotone convergence of it. Finally, we report the numerical results of our proposed method.

In this paper, we propose two new iterative SAOR methods to solve the linear complementarity problem. Some sufficient conditions for the convergence of two new iterative methods are presented, when the system matrix M is an M-matrix. Moreover, when M is an L-matrix, we discuss the monotone convergence of the new methods. And in the numerical experiments we report some computational results with the two proposed SAOR formats.