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In this paper we consider the design of minimum mean square error (MMSE) transceivers for non-regenerative multiuser multiple-input multiple-output (MIMO) relay systems, where the main challenge resides in the joint optimal design of the precoder to be used at the base station and the relaying algorithms. We propose the use of non-linear precoding techniques, such as Tomlinson-Harashima pre-coding (THP) and vector precoding (VP), at the downlink relayed transmission scenario with the aim of outperforming the more common linear strategies. In order to reduce the computational cost of the proposed schemes, we propose a novel suboptimal matrix design approach for VP transmission. Provided simulation results show that the proposed non-linear precoding schemes outperform the best MIMO-AF relaying architectures in the literature, even when a reduced-complexity suboptimal strategy is adopted, considering both BER performance and mean square error minimization.