On the Two SAOR Iterative Formats for Solving Linear Complementarity Problems
Журнал: International Journal of Information Technology and Computer Science(IJITCS) @ijitcs
Статья в выпуске: 5 Vol. 3, 2011 года.
Бесплатный доступ
Han et.al have applied two SAOR splitting formats for solving the linear complementarity problem. We improve them by introducing a class of preconditioners based on the SAOR methods. The convergences of the modified methods have been analyzed. We also show the applicability of the methods by numerical example.
Preconditioning
\ SAOR methods
\ linear complementarity problem
\ convergence
\ H-matrix
Короткий адрес: https://sciup.org/15011640
IDS: 15011640
Список литературы On the Two SAOR Iterative Formats for Solving Linear Complementarity Problems
- Murty KG. Linear Complementarity, Linear and Nonlinear Programming[M ]. Heldermann Verlag: Berlin, 1988.
- Bazaraa MS, Sherali HD, Shetty CM. Nonlinear programming, Theory and algorithms[M ]. Third edition. Hoboken, NJ: Wiley-Interscience, 2006.
- Cottle RW, Pang JS, Stone RE. The Linear Complementarity Problem[M ]. Academic Press: NewYork, 1992.
- Yuan D, Song YZ. Modified AOR methods for linear complementarity problem [J]. Appl. Math. Comput ,2003, 140:53-67.
- Bai ZZ , Evans DJ. Matrix multisplitting relaxation methods for linear complementarity Problems [J]. Int. J. Comput. Math ,1997,63:309-326.
- Li Y, Dai P, Generalized AOR methods for linear complementarity problem[J]. Appl. Math. Comput 2007,188:7-18.
- Han X, Yuan D, Jiang Sh. Two SAOR Iterative Formats for Solving Linear Complementarity Problems[J]. IJITCS 2011, 2, 38-45.
- Varga RS. Matrix Iterative Analysis[M ]. second ed., Berlin :Springer; 2000.
- Frommer A , Szyld DB. H-splitting and two-stage iterative methods[J]. Numer. Math1992, 63:345–356.
- Berman A, Plemmons RJ. Nonnegative Matrices in the Mathematical Sciences[M ]. Academic Press: New York,1979.
- Milaszewicz JP. Improving Jacobi and Gauss–Seidel iterations[J]. Linear Algebra Appl 1987, 93: 161–170.
- Usui M, Niki H, Kohno T. Adaptive Gauss Seidel method for linear systems[J]. Intern. J. Computer Math 1994, 51:119–125.
- Li J.,C. Li, W.The Optimal Preconditioner of Strictly Diagonally Dominant Z-matrix[J]. Acta Mathematicae Applicatae Sinica, English Series. .(2008) DOI: 10.1007/s10255-006-6148-5
- SaberiNajafi H, Edalatpanah SA. Some Improvements In PMAOR Method For Solving Linear Systems [J]. J.Info. Comp.Sci ,2011, 6:15-22.
- Hirano H , Niki H. Application of a Preconditioning iterative method to the computation of fluid flow [J]. Numer. Funct. Anal.And Optimiz, 2001,22:405-417.