For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear complementarity problem when the system matrix is an $H_+$-matrix and the convergence conditions are given. Numerical experiments show that the proposed method is more efficient than the existing ones.
翻译:对于线性互补问题,我们提出了一个快速的双扫描矩阵分迭代法。趋同分析表明,当系统矩阵为$H$-$-matrix,并给出了趋同条件时,拟议方法与线性互补问题的确切解决办法相吻合。数字实验表明,拟议方法比现有方法更有效。