A modified modulus method for symmetric positive-definite linear complementarity problems
A modified modulus method for symmetric positive-definite linear complementarity problems
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DOI：
10.1002/nla.609
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发表时间：
2009-02-01
影响因子：
4.3
通讯作者：
Jiang, Mei-Qun
中科院分区：
文献类型：
--
作者：
Dong, Jun-Liang;Jiang, Mei-Qun
通过将线性互补问题转化为一个新的等价的不动点方程，得到了一个修正的模方法，它是经典模方法的推广。分析了新方法的收敛性和参数的最优性。然后给出了该方法的全不精确迭代过程，即采用某种迭代方法来确定外迭代中涉及的每个线性方程组的全部近似解。讨论了这种非精确模方法的全局收敛性和内迭代的两种具体实现。数值结果表明，在适当的条件下，我们的新方法比经典方法更有效。版权所有（C）2008约翰威利父子有限公司
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.