《山东大学学报(理学版)》 ›› 2025, Vol. 60 ›› Issue (12): 55-65.doi: 10.6040/j.issn.1671-9352.0.2024.213
温淑鸿1,柯艺芬2*,黎科良2
WEN Shuhong1, KE Yifen2*, LI Keliang2
摘要: 提出一种新的模系矩阵分裂迭代法求解隐式互补问题,该方法不依赖于初始向量的选择,且在每一迭代步中只需求解一个线性方程组。特别地,当系统矩阵是H+-矩阵时, 给出算法全局收敛的充分条件。数值实验表明所提出的新方法相比于现有的方法具有更好的数值性能。
中图分类号:
| [1] COTTLE R W, PANG J S, STONE R E. The linear complementarity problem[M]. Boston: Academic Press, 1992. [2] FERRI M C, PANG J S. Engineering and economic applications of complementarity problems[J]. SIAM Rev, 1997, 39:669-713. [3] MURTY K G. Linear complementarity, linear and nonlinear programming[M]. Berlin: Heldermann Verlag, 1988. [4] BAI Z Z. Modulus-based matrix splitting iteration methods for linear complementarity problems[J]. Numer Linear Algebra Appl, 2010, 6:917-933. [5] ZHANG L L. Two-step modulus-based matrix splitting iteration method for linear complementarity problems[J]. Numer Algorithms, 2011, 57(1):83-99. [6] KE Y F, MA C F. On the convergence analysis of two-step modulus-based matrix splitting iteration method for linear complementarity problems[J]. Appl Math Comput, 2014, 243:413-418. [7] BAI Z Z, ZHANG L L. Modulus-based synchronous multisplitting iteration methods for linear complementarity problems[J]. Numer Linear Algebra Appl, 2013, 20(3):425-439. [8] BAI Z Z, ZHANG L L. Modulus-based synchronous two-stage multisplitting iteration methods for linear complementarity problems[J]. Numer Algorithms, 2013, 62:59-77. [9] ZHENG N, YIN J F. Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem[J]. Numer Algorithms, 2013, 64(2):245-262. [10] ZHANG Y X, ZHENG H, LU X P, et al. A two-step parallel iteration method for large sparse horizontal linear complementarity problems[J]. Appl Math Comput, 2023, 438:127609. [11] ZHENG H, VONG S. On the modulus-based successive overrelaxation iteration method for horizontal linear complementarity problems arising from hydrodynamic lubrication[J]. Appl Math Comput, 2021, 402:126165. [12] ZHENG H, VONG S. On convergence of the modulus-based matrix splitting iteration method for horizontal linear complementarity problems of H+-matrices[J]. Appl Math Comput, 2020, 369:124890. [13] ZHENG H, VONG S, LIU L. A direct preconditioned modulus-based iteration method for solving nonlinear complementarity problems of H-matrices[J]. Appl Math Comput, 2019, 353:396-405. [14] ZHENG H, LI W, VONG S. A relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems[J]. Numer Algorithms, 2017, 74:137-152. [15] 郑华,罗静. 一类H矩阵线性互补问题的预处理二步模基矩阵分裂迭代方法[J]. 计算数学,2018,40(1):24-31. ZHENG Hua, LUO Jing. A preconditioned two-steps modulus-based matrix splitting iteration method for solving linear complementarity problems of H-matrices[J]. Mathematica Numerica Sinica, 2018, 40(1):24-31. [16] 彭小飞. 线性互补问题的广义松弛两步模基矩阵分裂迭代法[J]. 华南师范大学学报(自然科学版),2019,51(4):93-99. PENG Xiaofei. A general relaxation two-sweep modulus-based matrix splitting iteration method for linear complementarity problems[J]. Journal of South China Normal University(Natural Science Edition),2019, 51(4): 93-99. [17] HONG J T, LI C L. Modulus-based matrix splitting iteration methods for a class of implicit complementarity problems[J]. Numer Linear Algebra Appl, 2016, 23:629-641. [18] LI C L, HONG J T. Modulus-based synchronous multisplitting iteration methods for an implicit complementarity problem[J]. E Asian J Appl Math, 2017, 7(2):363-375. [19] ZHENG H, VONG S. A modified modulus-based matrix splitting iteration method for solving implicit complementarity problems[J]. Numer Algorithms, 2019, 82:573-592. [20] PANG J S. On the convergence of a basic iterative method for the implicit complementarity problems[J]. Optimiz Theory Appl, 1982, 37:149-162. [21] CAO Y, WANG A. Two-step modulus-based matrix splitting iteration methods for implicit complementarity problems[J]. Numer Algorithms, 2019, 82:1377-1394. [22] LI N, DING J, YIN J F. Modified relaxation two-sweep modulus-based matrix splitting iteration method for solving a class of implicit complementarity problems[J]. Comput Appl Math, 2022, 413:114370. [23] WU S L, LI L. New modulus-based matrix splitting methods for implicit complementarity problem[J]. Numer Algorithms, 2022, 90(4):1735-1754. [24] LI Z Z, ZHANG H, OU-YANG L. The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems[J]. Comput Optim Appl, 2021, 80(2):617-638. [25] LI Z Z, ZHANG H. On estimation of the optimal parameter of the modulus-based matrix splitting algorithm for linear complementarity problems on second-order cones[J]. Numer Linear Algebra Appl, 2023, 30(4):e2480. [26] LI Z Z, ZHANG H, OU-YANG L. Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones[J]. Numer Algorithms, 2022, 91(2):803-839. [27] LI Z Z, ZHANG H. Anderson acceleration of the modulus-based matrix splitting algorithms for horizontal nonlinear complementarity systems[J]. Numer Linear Algebra Appl, 2022, 29(5):e2438. [28] 黎科良,柯艺芬,马昌凤. 求解一类隐式互补问题的加速模系矩阵分裂迭代方法[J]. 应用数学,2023,36(4):1025-1033. LI Keliang, KE Yifen, MA Changfeng. Accelerated modulus-based matrix splitting iteration method for solving a class of implicit complementarity problems[J]. Mathematica Applicata,2023, 36(4):1025-1033. [29] FROMMER A, MAYER G. Convergence of relaxed parallel multisplitting methods[J]. Linear Algebra Appl, 1989, 119:141-152. [30] BERMAN A, PLEMMONS R J. Nonnegative matrix in the mathematical sciences[M]. Philadelphia: SIAM Publisher, 1994. |
| [1] | 王洋. 一类复对称线性方程组的块三角分裂及其预处理迭代算法[J]. 《山东大学学报(理学版)》, 2024, 59(10): 1-9. |
| [2] | 嘉程程,吴群英. 次线性期望空间下END序列加权和的完全收敛性[J]. 《山东大学学报(理学版)》, 2022, 57(10): 79-87. |
| [3] | 王松华,罗丹,黎勇. 一类新型的修正WYL共轭梯度算法[J]. 《山东大学学报(理学版)》, 2021, 56(9): 87-95. |
| [4] | 张如,韩旭,刘小刚. 非线性延迟微分方程边值方法的收敛性和收缩性[J]. 《山东大学学报(理学版)》, 2019, 54(8): 97-101. |
| [5] | 李娟. 晶体相场方程的线性化Crank-Nicolson格式的误差分析[J]. 《山东大学学报(理学版)》, 2019, 54(6): 118-126. |
| [6] | 张泰年,李照兴. 一类退化抛物型方程反问题的收敛性分析[J]. 山东大学学报(理学版), 2017, 52(8): 35-42. |
| [7] | 郑秀云,史加荣. Armijo型线搜索下的全局收敛共轭梯度法[J]. 山东大学学报(理学版), 2017, 52(1): 98-101. |
| [8] | 张玉,肖犇琼,许可,沈爱婷. NSD随机变量阵列的完全矩收敛性[J]. 山东大学学报(理学版), 2016, 51(6): 30-36. |
| [9] | 王开荣,高佩婷. 建立在DY法上的两类混合共轭梯度法[J]. 山东大学学报(理学版), 2016, 51(6): 16-23. |
| [10] | 张立君,郭明乐. 行为渐近负相协随机变量阵列加权和的矩完全收敛性[J]. 山东大学学报(理学版), 2016, 51(2): 42-49. |
| [11] | 谭闯, 郭明乐, 祝东进. 行为ND随机变量阵列加权和的矩完全收敛性[J]. 山东大学学报(理学版), 2015, 50(06): 27-32. |
| [12] | 郑璐璐, 葛梅梅, 刘艳芳, 王学军. φ混合序列的完全矩收敛性[J]. 山东大学学报(理学版), 2015, 50(04): 14-19. |
| [13] | 陈一鸣, 柯小红, 韩小宁, 孙艳楠, 刘立卿. 小波法求解分数阶微分方程组及其收敛性分析[J]. 山东大学学报(理学版), 2015, 50(02): 67-74. |
| [14] | 许日丽,郭明乐. 行为ND随机变量阵列加权和的矩完全收敛性[J]. J4, 2013, 48(6): 9-13. |
| [15] | 马维元,张海东,邵亚斌. 非线性变阶分数阶扩散方程的全隐差分格式[J]. J4, 2013, 48(2): 93-97. |
|