| 线性互补问题的并行多分裂松弛迭代算法 |
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| 引用本文： | 段班祥,李郴良,徐安农.线性互补问题的并行多分裂松弛迭代算法[J].运筹学学报,2006,10(3):77-84,125. |
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| 作者姓名： | 段班祥 李郴良 徐安农 |
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| 作者单位： | 1. 广东省科技干部学院计算机工程技术学院,广东珠海,519090
2. 桂林电子科技大学计算科学与数学系,广西桂林,541004 |
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| 基金项目： | 国家自然科学基金项目(10371035)，广东省自然科学基金项目(05006349)． |
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| 摘 要： | 运用矩阵多重分裂理论,同时考虑并行计算与松弛迭代法,得到一类求解线性互补问题的高效数值算法．当问题的系数矩阵为对角元为正的H-矩阵或对称半正定矩阵时,证明了算法的全局收敛性；该算法与已有算法相比,具有计算量小、计算速度快等特点,因而特别适于求解大规模问题．数值试验的结果说明了算法的有效性．
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| 关 键 词： | 运筹学 线性互补问题 矩阵多分裂 并行计算 松弛迭代 |
| 收稿时间： | 2004-09-27 |
| 修稿时间： | 2004-09-27 |
Relaxed Parallel Multisplitting Iterative Algorithm for Linear Complementarity Problem |
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| Duan Banxiang,Li Chenliang,Xu Annong.Relaxed Parallel Multisplitting Iterative Algorithm for Linear Complementarity Problem[J].OR Transactions,2006,10(3):77-84,125. |
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| Authors: | Duan Banxiang Li Chenliang Xu Annong |
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| Institution: | Computer Engineering Technical College,GuangDong Provincial Institute for Technical Personnel, Zhuhai 519090, China;Department of Computing Science and Mathematics, Guilin University of Electronic Technology, Guilin 541004, China. |
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| Abstract: | In this paper,the authors first set up relaxed parallel multi-splitting iterative algo- rithm for solving the linear complementarity problem.And then,they establish the global convergence theory of the algorithm when the system matrix of the linear complementar- ity problem is an H-matrix or a symmetric matrix.The algorithm has less computational complexity and quicker velocity and is especially suitable for large-scale problem.The numerical experiments show the effectiveness of the algorithm. |
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| Keywords: | Operations research linear complementarity problem matrix multisplitting parallel computation relaxed iterative method |
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