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A class of asynchronous parallel nonlinear accelerated overrelaxation methods for the nonlinear complementarity problems
Affiliation:1. State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100080, People''s Republic of China;2. Oxford University, Wolfson Building, Parks Road, Oxford OX1 3QD, UK
Abstract:In accordance with the principle of using sufficiently the delayed information, and by making use of the nonlinear multisplitting and the nonlinear relaxation techniques, we present in this paper a class of asynchronous parallel nonlinear multisplitting accelerated overrelaxation (AOR) methods for solving the large sparse nonlinear complementarity problems on the high-speed MIMD multiprocessor systems. These new methods, in particular, include the so-called asynchronous parallel nonlinear multisplitting AOR-Newton method, the asynchronous parallel nonlinear multisplitting AOR-chord method and the asynchronous parallel nonlinear multisplitting AOR-Steffensen method. Under suitable constraints on the nonlinear multisplitting and the relaxation parameters, we establish the local convergence theory of this class of new methods when the Jacobi matrix of the involved nonlinear mapping at the solution point of the nonlinear complementarity problem is an H-matrix.
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