摘要
运用矩阵多重分裂理论,同时考虑并行计算与松弛迭代法,得到一类求解线性互补问题的高效数值算法．当问题的系数矩阵为对角元为正的H-矩阵或对称半正定矩阵时,证明了算法的全局收敛性；该算法与已有算法相比,具有计算量小、计算速度快等特点,因而特别适于求解大规模问题．数值试验的结果说明了算法的有效性．
In this paper, the authors first set up relaxed parallel multi-splitting iterative algorithm for solving the linear complementarity problem. And then, they establish the global convergence theory of the algorithm when the system matrix of the linear complementarity problem is an H-matrix or a symmetric matrix. The algorithm has less computational complexity and quicker velocity and is especially suitable for large-scale problem. The numerical experiments show the effectiveness of the algorithm.
出处
《运筹学学报》
CSCD
北大核心
2006年第3期77-84,125,共9页
Operations Research Transactions
基金
国家自然科学基金项目(10371035)
广东省自然科学基金项目(05006349).
关键词
运筹学
线性互补问题
矩阵多分裂
并行计算
松弛迭代
Operations research, linear complementarity problem, matrix multisplitting, parallel computation, relaxed iterative method
