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Convergence analysis on matrix splitting iteration algorithm for semidefinite linear complementarity problems
Numerical Algorithms ( IF 1.7 ) Pub Date : 2020-03-14 , DOI: 10.1007/s11075-020-00888-8
Yi-Fen Ke

In this paper, we present some novel observations for the semidefinite linear complementarity problems, abbreviated as SDLCPs. Based on these new results, we establish the modulus-based matrix splitting iteration methods, which are obtained by reformulating equivalently SDLCP as an implicit fixed-point matrix equation. The convergence of the proposed modulus-based matrix splitting iteration methods has been analyzed. Numerical experiments have shown that the modulus-based iteration methods are effective for solving SDLCPs.



中文翻译:

半定线性互补问题矩阵分裂迭代算法的收敛性分析

在本文中,我们提出了关于半定线性互补问题(缩写为SDLCP)的一些新发现。基于这些新结果,我们建立了基于模量的矩阵分解迭代方法,该方法是通过将SDLCP等效地重新公式化为隐式定点矩阵方程而获得的。分析了所提出的基于模量的矩阵分裂迭代方法的收敛性。数值实验表明,基于模量的迭代方法对于求解SDLCP是有效的。

更新日期:2020-03-14
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