求解线性互补问题的USAOR迭代法
USAOR Method for Solving Linear Complementary Problems
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摘要: 针对线性互补问题的求解问题提出了一个快速有效的算法——非对称加速超松弛迭代法.分析了该迭代算法良好的收敛性.给出数值算例.通过与其他算法的比较说明了非对称加速超松弛迭代法的可行性和高效性.Abstract: For solving the linear complementary problem, a fast and effective algorithm of non- symmetric accelerated Over-relaxation iteration is proposed. Then, a detailed analysis of the convergence of the iterative algorithm is done. Finally, a numerical example is given, and through comparison with other algorithms, it finds that the non-symmetric accelerated Over-relaxation iterative method is highly feasible and efficient