The relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems of positive definite matrices

被引:20
|
作者
Wen, Baolian [1 ]
Zheng, Hua [2 ]
Li, Wen [1 ]
Peng, Xiaofei [1 ]
机构
[1] South China Normal Univ, Sch Math Sci, Guangzhou, Guangdong, Peoples R China
[2] Shaoguan Univ, Sch Math & Stat, Shaoguan, Peoples R China
基金
中国国家自然科学基金;
关键词
Linear complementarity problem; Modulus-based method; Relaxation; Positive definite matrix; CONVERGENCE;
D O I
10.1016/j.amc.2017.10.064
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, the relaxation modulus-based matrix splitting iteration method is established for solving the linear complementarity problem of positive definite matrices. The convergence analysis and the strategy of the choice of the parameters are given. Numerical examples show that the proposed method with the new strategy is efficient and accelerates the convergence performance with less iteration steps and CPU times. (C) 2017 Elsevier Inc. All rights reserved.
引用
收藏
页码:349 / 357
页数:9
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