互补问题的解法研究-计算数学专业论文.docxVIP

摘要 摘要 I万方数据 I 万方数据 摘要 随着互补问题在科学技术和工程计算中日益广泛的应用，研究互补问题的高效解 法就显得非常重要。本文旨在研究互补问题的有效算法，讨论这些算法的收敛性和收 敛因素，大量的实验数据表明这些算法是可行的和有效的。 第一章，回顾了互补问题的发展概况，对互补问题的分类和主要算法做了介绍。 针对互补问题的发展和研究现状，简单介绍了本文的主要研究成果。 第二章，提出了求解双边障碍问题的松弛型二级多分裂迭代算法，详细分析了算 法的收敛性和收敛因素，并针对不同类型的系数矩阵建立了相应的收敛性定理。该算 法利用二级多分裂降低问题的求解规模，并充分利用计算机资源实现并行计算以快速 求解，比较适合于求解大型稀疏问题。改进并推广了现有文献中的一些结果。 第三章，将线性互补问题转化为无约束优化问题，提出了四簇共轭梯度公式来求 解该问题。这些公式具有充分下降条件和重开始设置等优点，在适当的条件下证明了 全局收敛性。所得结果扩大了互补问题的求解范围，改进了现有文献的一些结果。 第四章，通过大量的数值实验验证了上述算法的可行性和有效性。 第五章，总结全文工作，并探讨了今后的研究方向。 关键词：双边障碍问题；线性互补问题；二级多分裂；并行计算；共轭梯度法； 全局收敛性 Ab Abstract II万方数据 II 万方数据 Abstract As a significant study area, the complementarity problems have many applications in science,technology and engineering. The emphasis of this dissertation is to extend some efficient methods to solve the complementarity problems. The history of the complementarity problems is introduced in Chapter one, and then the main results of this dissertation are outlined briefly. The two-stage multi-splitting method for solving the bi-obstacle problem is proposed in Chapter two. The convergence theories and convergence factors with various types of coefficient matrices involved in bi-obstacle problem are discussed in detail. Some conclusions drawn in the literature are improved and extended by combining advantages of both two-stage multi-splitting and parallel computing. By transforming the linear complementarity problem into unconstrained optimization problem, four new conjugate gradient methods are proposed in Chapter three. The distinguish feature of these methods is that they satisfy sufficient descent condition naturally under restart rule and Wolfe line search. Global convergences are gained under some proper conditions. The methods proposed in this dissertation are tested in Chapter four. Numerical experiments and comparison results are presented, which clearly demonstrate that the methods given in the dissertation are efficient. Finally, the author sums up the research efforts in dissertation and giv