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广义鞍点问题的改进的类SOR算法

本站小编 Free考研考试/2021-12-27

张纯1,2, 贾泽慧3, 蔡邢菊1
1. 南京师范大学数学科学学院, 南京 210023;
2. 中国人民解放军陆军工程大学基础部, 南京 211101;
3. 南京信息工程大学数学与统计学院, 南京 210044;
4. 北京航空航天大学数学科学学院, 北京 100191
收稿日期:2018-03-07出版日期:2020-02-15发布日期:2020-02-15


基金资助:国家自然科学基金(11625105,11926358,11871279,11571178,11801279),江苏省自然科学基金(BK2018078),南京信息工程大学科研启动基金(2017r059).


AN IMPROVED SOR-TYPE ALGORITHM FOR SLOVING GENERALIZED SADDLE-POINT PROBLEMS

Zhang Chun1,2, Jia Zehui3, Cai Xingju1, Han Deren4
1. School of Mathematical Sciences, Nanjing Normal University, Nanjing 210023, China;
2. Department of Basic Courses, The PLA Army Engineering University, Nanjing 211101, China;
3. School of Mathematics and Statistics, Nanjing University of Information Science&Technology, Nanjing 210044, China;
4. School of Mathematical Sciences, Beihang University, Beijing 100191, China
Received:2018-03-07Online:2020-02-15Published:2020-02-15







摘要



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针对广义鞍点问题,本文提出了一个改进的类逐次超松弛迭代算法,在较弱的条件下,分析了算法的收敛性及线性收敛率.新算法的每步计算量与已有的算法类似,都是需要(近似)求解线性方程组,但新算法有更好的灵活度通过合适地选取参数矩阵,每一步子问题可以容易地求解,甚至可以有闭式解(closed-form solution).数值实验结果显示了新算法的有效性.
MR(2010)主题分类:
65F10
65H10

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