基于不动点迭代法解线性互补问题

Fixed Point Iterative Method for Linear Complementarity Problems

本文给出了线性互补问题的一种解法,在假设矩阵M的特征值大于1时,线性互补问题等价转化为绝对值方程问题,利用符号函数给出了求解此类绝对值问题的光滑迭代算法,并证明了算法具有线性收敛性,数值实验表明此方法有效的.

In this paper, the method of solution for linear complementary problem are given, under the assumption that the characteristics value of matrix M is greater than 1, the equivalent linear complementary problem into absolute value equation, using the sign function gives smooth iterative algorithm for solving this kind of absolute value problems,and proves that the algorithm is convergent and numerical experiments show that the method is effective.