On the choice of parameters in MAOR type splitting methods for the linear complementarity problem

被引：25

作者：

Cvetkovic, Lj. ^{[1
]}

Hadjidimos, A. ^{[2
]}

Kostic, V. ^{[1
]}

机构：

[1] Univ Novi Sad, Dept Math & Informat, Novi Sad 21000, Serbia

[2] Univ Thessaly, Dept Elect & Comp Engn, GR-38221 Volos, Greece

来源：

NUMERICAL ALGORITHMS | 2014年 / 67卷 / 04期

关键词：

Linear complementarity problem (LCP); M-matrices; H+-matrices; Modulus-based splitting iterative methods; Multisplitting methods; Modified AOR iterative methods; ITERATIVE METHODS; MULTISPLITTING METHODS; MATRIX; OVERRELAXATION; CONVERGENCE; THEOREMS;

D O I：

10.1007/s11075-014-9824-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the present work we consider the iterative solution of the Linear Complementarity Problem (LCP), with a nonsingular H (+) coefficient matrix A, by using all modulus-based matrix splitting iterative methods that have been around for the last couple of years. A deeper analysis shows that the iterative solution of the LCP by the modified Accelerated Overrelaxation (MAOR) iterative method is the "best", in a sense made precise in the text, among all those that have been proposed so far regarding the following three issues: i) The positive diagonal matrix-parameter Omega a parts per thousand yen diag(A) involved in the method is Omega = diag(A), ii) The known convergence intervals for the two AOR parameters, alpha and beta, are the widest possible, and iii) The "best" possible MAOR iterative method is the modified Gauss-Seidel one.

引用

页码：793 / 806

页数：14

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