求解非线性互补问题的一类加速的两步模基矩阵分裂迭代法

Accelerated two-step modulus-based matrix splitting iteration method to solve the nonlinear complementarity problem

建立了求解非线性互补问题的一类加速的两步模基矩阵分裂迭代法.当系数矩阵是具有正对角元的H-矩阵时,证明了此方法是收敛的.数值实验表明,该方法是行之有效的.

In this paper,we construct an accelerated two-step modulus-based matrix splitting iteration method based on multiple splittings of the system matrix for the nonlinear complementarity problem.And we prove its convergence when the system matrix is an H-matrix with positive diagonal elements.Numerical experiments show that the proposed method is efficient.