Multi-sweep asynchronous parallel successive overrelaxation for the nonsymmetric linear complementarity problem |
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| Authors: | R. De Leone O. L. Mangasarian T-H Shiau |
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| Affiliation: | (1) Computer Sciences Department, University of Wisconsin, 53706 Madison, Wisconsin, USA;(2) Department of Computer Science and Information Engineering, National Chiao Tung University, Hsinchu, Taiwan 30050, R.O.C. |
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| Abstract: | Convergence is established for themulti-sweep asynchronous parallel successive overrelaxation (SOR) algorithm for thenonsymmetric linear complementarity problem. The algorithm was originally introduced in [4] for the symmetric linear complementarity problem. Computational tests show the superiority of the multi-sweep asynchronous SOR algorithm over its single-sweep counterpart on both symmetric and nonsymmetric linear complementarity problems.This material is based on research supported by National Science Foundation Grants CCR-8723091 and DCR-8521228, and Air Force Office of Scientific Research Grants AFOSR-86-0172 and AFOSR-86-0124. |
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