删除或更新信息,请邮件至freekaoyan#163.com(#换成@)

线性互补问题模系多重网格方法的AMSOR光滑算子

本站小编 Free考研考试/2021-12-27

线性互补问题模系多重网格方法的AMSOR光滑算子 张丽丽河南财经政法大学数学与信息科学学院, 郑州, 450046 On AMSOR Smoother in Modulus-Based Multigrid Method for Linear Complementarity Problems ZHANG LiliSchool of Mathematics and Information Science, Henan University of Economics and Law, Zhengzhou 450046, China
摘要
图/表
参考文献
相关文章(6)
点击分布统计
下载分布统计
-->

全文: PDF(423 KB) HTML (1 KB)
输出: BibTeX | EndNote (RIS)
摘要为了改进求解大型稀疏线性互补问题模系多重网格方法的收敛速度和计算时间,本文采用加速模系超松弛(AMSOR)迭代方法作为光滑算子.局部傅里叶分析和数值结果表明此光滑算子能有效地改进模系多重网格方法的收敛因子、迭代次数和计算时间.
服务
加入引用管理器
E-mail Alert
RSS
收稿日期: 2018-08-02
PACS:O241.6
基金资助:国家自然科学基金(11301141),河南省高等学校重点科研项目(21A110003),河南财经政法大学信和·黄廷方青年****资助计划,河南省高等学校青年骨干教师资助计划(2015GGJS-006),河南省科技攻关项目(162102310385)资助项目.

引用本文:
张丽丽. 线性互补问题模系多重网格方法的AMSOR光滑算子[J]. 应用数学学报, 2021, 44(1): 93-104. ZHANG Lili. On AMSOR Smoother in Modulus-Based Multigrid Method for Linear Complementarity Problems. Acta Mathematicae Applicatae Sinica, 2021, 44(1): 93-104.
链接本文:
http://123.57.41.99/jweb_yysxxb/CN/ http://123.57.41.99/jweb_yysxxb/CN/Y2021/V44/I1/93


[1] Brandt A, Cryer C W. Multigrid algorithms for the solution of linear complementarity problems arising from free boundary problems. SIAM Journal on Scientific and Statistical Computing, 1983, 4(4):655-684
[2] Cottle R W, Pang J S, Stone R E. The Linear Complementarity Problem. New York:Academic Press, 1992
[3] Zheng N, Yin J F. Modulus-based successive overrelaxation method for pricing American options. Journal of Applied Mathematics and Informatics, 2013, 31(5/6):769-784
[4] Bai Z Z. Modulus-based matrix splitting iteration methods for linear complementarity problems. Numerical Linear Algebra with Applications, 2010, 17(6):917-933
[5] Zhang L L. Two-step modulus-based matrix splitting iteration method for linear complementarity problems. Numerical Algorithms, 2011, 57(1):83-99
[6] Hadjidimos A, Lapidakis M, Tzoumas M. On iterative solution for linear complementarity problem with an H+-matrix. SIAM Journal on Matrix Analysis and Applications, 2012, 33(1):97-110
[7] Bai Z Z, Zhang L L. Modulus-based synchronous multisplitting iteration methods for linear complementarity problems. Numerical Linear Algebra with Applications, 2013, 20(3):425-439
[8] Li W. A general modulus-based matrix splitting method for linear complementarity problems of H-matrices. Applied Mathematics Letters, 2013, 26(12):1159-1164
[9] Zhang L L, Ren Z R. Improved convergence theorems of modulus-based matrix splitting iteration methods for linear complementarity problems. Applied Mathematics Letters, 2013, 26(6):638-642
[10] Zheng N, Yin J F. Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem. Numerical Algorithms, 2013, 64(2):245-262
[11] Cvetković L, Hadjidimos A, Kostić V. On the choice of parameters in MAOR type splitting methods for the linear complementarity problem. Numerical Algorithms, 2014, 67(4):793-806
[12] Zheng N, Yin J F. Convergence of accelerated modulus-based matrix splitting iteration methods for linear complementarity problem with an H_+-matrix. Journal of Computational and Applied Mathematics, 2014, 260:281-293
[13] Mandel J. A multilevel iterative method for symmetric, positive definite linear complementarity problems. Applied Mathematics and Optimization, 1984, 11(1):77-95
[14] Hackbusch W. Multi-Grid Methods and Applications. Berlin:Springer-Verlag, 1985
[15] Wesseling P. An Introduction to Multigrid Methods. Chichester:Wiley, 1992
[16] Trottenberg U, Oosterlee C W, Schüller A. Multigrid. London:Academic Press, 2001
[17] Oosterlee C W. On multigrid for linear complementarity problems with application to American-style options. Electronic Transactions on Numerical Analysis, 2003, 15:165-185
[18] Bai Z Z, Zhang L L. Modulus-based multigrid methods for linear complementarity problems. Numerical Linear Algebra with Applications, 2017, 24(6):e2105
[19] Brandt A. Rigorous quantitative analysis of multigrid, I:Constant coefficients two-level cycle with L2-norm. SIAM Journal on Numerical Analysis, 1994, 31(6):1695-1730
[20] Wienands R, Joppich W. Practical Fourier Analysis for Multigrid Methods. Boca Raton, FL:Chapman & Hall/CRC Press, 2005

[1]朱磊, 徐玮玮, 殷俊锋. 有关一类H+矩阵线性互补问题的修正模系矩阵分裂迭代方法[J]. 应用数学学报, 2019, 42(1): 111-120.
[2]刘志敏, 杜守强, 王瑞莹. 求解线性互补问题的Levenberg-Marquardt型算法[J]. 应用数学学报, 2018, 41(3): 403-419.
[3]李向利, 周莎. 一类随机线性互补问题的投影BB算法[J]. 应用数学学报(英文版), 2014, 37(2): 278-285.
[4]李向利, 刘红卫, 黄亚魁. 求解特定线性互补问题的牛顿KKT内点法[J]. 应用数学学报(英文版), 2010, 33(5): 889-899.
[5]李向利, 刘红卫, 黄亚魁. 求解特定线性互补问题的牛顿KKT内点法[J]. 应用数学学报(英文版), 2010, 33(1): 889-899.
[6]孙德锋. 线性互补问题的阻尼牛顿法的有限终止性[J]. 应用数学学报(英文版), 1998, 21(1): 0-0.



PDF全文下载地址:

http://123.57.41.99/jweb_yysxxb/CN/article/downloadArticleFile.do?attachType=PDF&id=14861
相关话题/应用数学 河南财经政法大学 统计 计算 科技