Suicide does not solve any problems at all, but rather compounds them. The person who commits suicide finds him- or herself still there, but simply without a physical body. At that point they are experiencing through the astral body, made of energy, which we all have but don't realize we have. However, the person who has committed suicide can become stuck near the physical world, instead of moving on into the realms of light as they might have otherwise, and they may not be able to get free from this condition for a very long time, ranging into the hundreds of years. Such a person's desires for the things of this physical world may be agonizingly intense, but even with those things right in front of them, they still can't have them. Or, the person may find themselves in the hellish astral realms, before eventually reincarnating. Once they do reincarnate, they will have to face the same old set of problems again.
For those who have lost someone to suicide, I have it on very good authority that the best thing you can do is to pray for the person, to send them loving, supportive and healing thoughts, and that these will definitely be received by them. Also, medium John Edward has repeatedly reported that such people may be helped on the other side by workers there. It depends, apparently, very much on the motive for the suicide. I would guess that if the person had a good heart and made a stupid mistake, then probably they can be receptive to the help offered on the other side.
But the point I'm trying to make is, if you are considering committing suicide with the idea that you can run away from your problems and reincarnate into a better situation, you couldn't be more mistaken, and I strongly advise against it.
One can find a clear exposition on this topic in the chapter entitled "Death and Immortality" by Meher Baba, which opens the second section of the book entitled "Listen, Humanity" (narrated by Don E. Stevens).