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Relaxed Parallel Multisplitting Iterative Algorithm for Linear Complementarity Problem
Author(s): 
Pages: 77-84,125
Year: Issue:  3
Journal: OPERATIONS RESEARCH TRANSACTIONS

Keyword:  运筹学线性互补问题矩阵多分裂并行计算松弛迭代;
Abstract: 运用矩阵多重分裂理论,同时考虑并行计算与松弛迭代法,得到一类求解线性互补问题的高效数值算法.当问题的系数矩阵为对角元为正的H-矩阵或对称半正定矩阵时,证明了算法的全局收敛性;该算法与已有算法相比,具有计算量小、计算速度快等特点,因而特别适于求解大规模问题.数值试验的结果说明了算法的有效性.
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