解线性互补问题的控制超松弛迭代算法

The Controlled Overrelaxation Algorithm for Solving Linear Complementarity Problem

运用松弛迭代算法与矩阵分裂理论,提出了求解线性互补问题的控制超松弛迭代算法.这类算法设计了两个参数:第一个参数控制了迭代阵的谱半径,从而使算法收敛,适当选取第二个参数,加快了算法的收敛速度.在一定条件下证明了算法的全局收敛性.

A controlled over-relaxation algorithm for solving linear complementarity problem is given. The algorithm has two parameters, one ensures that the algorithm converge by controlling the spectral radius of the iteration matrix, the other one quickens the algorithm. In particular, the global convergence .theories of the algorithm are given. The simulation examples show that this algorithm is efficient.