IGAOR and multisplitting IGAOR methods for linear complementarity problems

被引:10
作者
Li, Sheng-Guo [1 ]
Jiang, Hao [1 ]
Cheng, Li-Zhi [1 ]
Liao, Xiang-Ke [2 ]
机构
[1] Natl Univ Def Technol, Sch Sci, Changsha 410073, Hunan, Peoples R China
[2] Natl Univ Def Technol, Sch Comp, Changsha 410073, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
Linear complementarity problems; Interval methods; GAOR; Matrix multisplitting; Convergence; ITERATIVE METHODS; RELAXATION METHODS; AOR METHODS; CONVERGENCE; VALIDATION; EXISTENCE; SYSTEMS; MODELS;
D O I
10.1016/j.cam.2010.12.005
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose an interval version of the generalized accelerated overrelaxation methods, which we refer to as IGAOR, for solving the linear complementarity problems, LCP (M, q), and develop a class of multisplitting IGAOR methods which can be easily implemented in parallel. In addition, in regards to the H-matrix with positive diagonal elements, we prove the convergence of these algorithms and illustrate their efficiency through our numerical results. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:2904 / 2912
页数:9
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