投影ESOR迭代求解双边障碍问题

Projected Iterative Solution for Two-Side Obstacle Problem

在本文中我们研究了求解双边障碍问题的ESOR迭代算法.证明了由此算法产生的迭代序列至少存在一个聚点,该聚点是双边障碍问题的解.并且,当矩阵为非退化对称矩阵时,该序列收敛到双边障碍问题的解.

In this paper, ESOR algorithm for solving two-sided obstacle problem is considered. It is shown that the sequence generated by the ESOR algorithm has an accumulation point which solves the two-sided obstacle problem. Moreover, when the matrix A involved in the two-sided obstacle problem is a symmetric and non-degener- ate matrix, the sequence converges to a solution of the problems.