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二阶锥线性互补问题的广义模系矩阵分裂迭代算法

李枝枝1,2, 柯艺芬2, 储日升1, 张怀2,3   

  1. 1. 中国科学院测量与地球物理研究所, 武汉 430077;
    2. 中国科学院大学计算地球动力学重点实验室, 北京 100049;
    3. 青岛海洋科学与技术国家实验室海洋矿产资源评价与探测技术功能实验室, 青岛 266237
  • 收稿日期:2018-03-27 出版日期:2019-12-15 发布日期:2019-11-16
  • 基金资助:

    国家重点研发计划项目(2017YFC0601505,2017YFC0601406,2018YFC1504200),国家杰出青年科学基金(41725017),国家自然科学基金重大项目(41590864),中国科学院战略性先导科技专项(B类)(XDB18010202),博士后创新人才支持计划(BX201700234),中国博士后科学基金(2017M620878).

李枝枝, 柯艺芬, 储日升, 张怀. 二阶锥线性互补问题的广义模系矩阵分裂迭代算法[J]. 计算数学, 2019, 41(4): 395-405.

Li Zhizhi, Ke Yifen, Chu Risheng, Zhang Huai. GENERALIZED MODULUS-BASED MATRIX SPLITTING ITERATION METHODS FOR SECOND-ORDER CONE LINEAR COMPLEMENTARITY PROBLEMS[J]. Mathematica Numerica Sinica, 2019, 41(4): 395-405.

GENERALIZED MODULUS-BASED MATRIX SPLITTING ITERATION METHODS FOR SECOND-ORDER CONE LINEAR COMPLEMENTARITY PROBLEMS

Li Zhizhi1,2, Ke Yifen2, Chu Risheng1, Zhang Huai2,3   

  1. 1. Institute of Geodesy and Geophysics, University of Chinese Academy of Sciences, Wuhan 430077, China;
    2. Key Laboratory of Computational Geodynamics, University of Chinese Academy of Sciences, Beijing 100049, China;
    3. Laboratory for Marine Mineral Resources, Qingdao National Laboratory for Marine Science and Technology, Qingdao 266237, China
  • Received:2018-03-27 Online:2019-12-15 Published:2019-11-16
通过将二阶锥线性互补问题转化为等价的不动点方程,介绍了一种广义模系矩阵分裂迭代算法,并研究了该算法的收敛性.进一步,数值结果表明广义模系矩阵分裂迭代算法能够有效地求解二阶锥线性互补问题.
For the second-order cone linear complementarity problem, we reformulate it as an implicit fixed-point equation and propose a generalized modulus-based matrix splitting iteration method to solve it. The convergence of the proposed method is studied. Moreover, numerical results have shown its effectiveness.

MR(2010)主题分类: 

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