求解绝对值方程的不精确修正不动点迭代法

An Inexactly Modified Fixed Point Iteration Method for Solving Absolute Value Equations

绝对值方程在求解线性规划、线性互补问题、双矩阵对策等问题时有着重要的意义和应用价值,本文主要研究绝对值方程的数值求解方法,为了提高计算效率,在修正的不动点迭代法的基础上,提出了一种不精确的修正不动点迭代法。在特定条件下,证明了该方法的收敛性。最后,通过数值例子验证了该方法的有效性和可行性。

Absolute value equation is of great significance and application value in solving linear programming,linear complementarity problems,double matrix games,etc.This paper mainly studies the numerical solution of absolute value equation.In order to improve the computational efficiency,an inexactly modified fixed point iteration method is proposed on the basis of the modified fixed point iteration method.Under certain conditions,the convergence of this method is proved.Finally,a numerical example is given to verify the effectiveness and feasibility of the proposed method.