松弛模系矩阵分裂迭代法求解一类非线性互补问题

A Relaxation Modulus-based Matrix Splitting Iteration Method for a Class of Nonlinear Complementarity Problems

摘要:

考虑松弛模系矩阵分裂迭代法求解一类非线性互补问题, 理论分析给出了当系数矩阵为H+矩阵时迭代法的收敛性和松弛参数的选取方法. 数值实验表明, 松弛模系矩阵分裂迭代法在迭代步数和迭代时间上均优于模系矩阵分裂迭代法.

Abstract:

A relaxation modulus-based matrix splitting iteration method is proposed for solving a class of nonlinear complementarity problems. The convergence theory is established when the system matrix is H+and the choice of relaxation parameters is given. Numerical examples show that the proposed methods are efficient and can accelerate the convergence performance of the modulus-based matrix splitting method with less iteration steps and CPU time.