求解线性互补问题的区间aor方法.pdfVIP

8 4 () Vo.l 8 No. 4 2008 12 JOURNAL OF NAN JING NORMAL UN IVERSITY ( ENG INEERING AND TECHNOLOGY EDIT ION ) De , 2008 求解线性互补问题的区间AOR方法 李胜国, 成礼智 (, 410073) [ ] AOR , IAOR, H , . , IAOR . [ ] , , , AOR [ ] O 22 [] A [] 2008) IntervalAOR M ethod for L inear Complementarity Problem s Li Shengguo, Cheng L izh i ( S hool of S ien e, NationalUn iversity of Defen se Te hno logy, Changsha 410073, Ch ina) Abstract: In th is paper, we firstly estab lish a kind of interval method ( IAOR, In terval A elerated Overrelaxation m ethod) to solve linear omp lementarity problem LCP(M , q) by omb in ing AOR m ethod w ith in terval theories. Then, som e su ffi ient ond itions for onvergen e of the IAOR m ethod are presented, when the system m atrixM is anH matrix w ith positive main d iagona.l F inally, we give som e exam ples to show the effi ien y of the IAOR m ethod. K ey words: linear omp lementarity problem, interval, onvergen e, AOR n n n n M R , q R , LCP(M , q) x R , : x 0, M x + q 0, xT (M x + q) = 0. ( 1) , . , . 1984, PangLCP(M , q) [ 1] : - 1 - 1 x = m ax{ 0, x - D (M x + q) } = (x - D (M x + q) ) . ( 2) + , D . , 2004A lefeldW angShenLCP(M, q) [ 2] () K raw zyk ( IK, IntervalK raw zyk M ethod) , 1999A lefeldChen [ 3] Potra . , [ 2]