投影松弛迭代的收敛性与收敛速度(英文)

Convergence and Convergence Rate of Projection Relaxation Iteratious

本文讨论求解一般线性互补问题的投影松弛迭代法的收敛性,对于两类迭代算法—投影雅可比松弛和投影逐次超松弛,我们给出了一些收敛判定准则.此外,我们还得到了两类算法的收敛速度估计式.

This paper discusses the convergence of projection relaxation iterations for the general linear complementarity problem (LCP). We give some convergence criterions for two types of projection relaxation iterations-projective Jaeobi relaxation iteration (PJOR) and projective successive relaxation iteration (PSOR). Moreover, we obtain the estimation of convergent rate for both of them.