期刊名称:International Journal of Mathematics and Mathematical Sciences
印刷版ISSN:0161-1712
电子版ISSN:1687-0425
出版年度:2002
卷号:29
DOI:10.1155/S0161171202007056
出版社:Hindawi Publishing Corporation
摘要:We present robust projective algorithms of the von Neumann type
for the linear complementarity problem and for the generalized
linear complementarity problem. The methods, an extension of
Projections Onto Convex Sets (POCS) are applied to a class of
problems consisting of finding the intersection of closed
nonconvex sets. We give conditions under which convergence occurs
(always in 2 dimensions, and in practice, in higher dimensions)
when the matrices are P-matrices (though not necessarily
symmetric or positive definite). We provide numerical results
with comparisons to Projective Successive Over
Relaxation (PSOR).