A modified modulus method for symmetric positive-definite linear complementarity problems

被引：161

作者：

Dong, Jun-Liang ^{[1
]}

Jiang, Mei-Qun ^{[2
]}

机构：

[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China

[2] Suzhou Univ, Sch Math Sci, Suzhou 215006, Peoples R China

来源：

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS | 2009年 / 16卷 / 02期

关键词：

linear complementarity problem; system of linear equations; modulus method; inexact iterative method; symmetric positive-definite matrix; MULTISPLITTING METHODS; MATRIX; CONVERGENCE; ALGORITHM; SYSTEM;

D O I：

10.1002/nla.609

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

By reformulating the linear complementarity problem into a new equivalent fixed-point equation, we deduce a modified modulus method, which is a generalization of the classical one. Convergence for this new method and the optima of the parameter involved are analyzed. Then, all inexact iteration process for this new method is presented, which adopts some kind of iterative methods for determining all approximate solution to each system of linear equations involved ill the outer iteration. Global convergence for this inexact modulus method and two specific implementations for the inner iterations are discussed. Numerical results show that Our new methods are more efficient than the classical One under suitable conditions. Copyright (C) 2008 John Wiley & Sons, Ltd.

引用

页码：129 / 143

页数：15

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