Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs |
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Authors: | O. L. Mangasarian R. De Leone |
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Affiliation: | (1) Computer Sciences Department, University of Wisconsin, Madison, Wisconsin;(2) Mathematics Research Center, University of Wisconsin, Madison, Wisconsin |
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Abstract: | A parallel successive overrelaxation (SOR) method is proposed for the solution of the fundamental symmetric linear complementarity problem. Convergence is established under a relaxation factor which approaches the classical value of 2 for a loosely coupled problem. The parallel SOR approach is then applied to solve the symmetric linear complementarity problem associated with the least norm solution of a linear program.This work was sponsored by the United States Army under Contract No. DAAG29-80-C-0041. This material is based on research sponsored by National Science Foundation Grant DCR-84-20963 and Air Force Office of Scientific Research Grants AFOSR-ISSA-85-00080 and AFOSR-86-0172.on leave from CRAI, Rende, Cosenza, Italy. |
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Keywords: | Parallel algorithms linear programming complementarity problem successive overrelaxation |
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