两步模系矩阵分裂算法求解弱非线性互补问题  被引量:5

Two-step Modulus-based Matrix Splitting Algorithms for Weakly Nonlinear Complementarity Problems

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作  者:李蕊[1,2] 殷俊锋[1] LI Rui YIN Junfeng(School of Mathematical Sciences, Tongii University, Shanghai 200092, China College of Mathematics Physics and Information Engineering, Jiaxing University, Jiaxing 314001, China)

机构地区:[1]同济大学数学科学学院,上海200092 [2]嘉兴学院数理与信息工程学院,浙江嘉兴314001

出  处:《同济大学学报(自然科学版)》2017年第2期296-301,共6页Journal of Tongji University:Natural Science

基  金:国家自然科学基金(No:11271289)

摘  要:考虑两步模系矩阵分裂算法求解弱非线性互补问题,理论分析给出了当系数矩阵为正定矩阵或H+-矩阵时迭代法的收敛性质和两步模系超松弛迭代法的参数选取范围.数值实验表明,两步模系矩阵分裂算法是行之有效的,并在迭代步数和迭代时间上均优于模系矩阵分裂算法.Two-step modulus-based matrix splitting algorithms are proposed to solve weakly nonlinear complementarity problems. Convergence theory is established when the system matrix is either positive definite or an H+- matrix. Moreover, the choice of the parameters for two-step modulus-based successive overrelaxation methods is also discussed. Numerical experiments show that the proposed methods are efficient and better than the modulus-based matrix splitting methods in aspects of iteration steps and CPU time.

关 键 词:矩阵分裂 两步模系算法 弱非线性互补问题 

分 类 号:O241.8[理学—计算数学]

 

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