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Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs

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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.

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References

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Authors and Affiliations

  1. Computer Sciences Department, University of Wisconsin, Madison, Wisconsin

    O. L. Mangasarian (Professor)

  2. Mathematics Research Center, University of Wisconsin, Madison, Wisconsin

    R. De Leone (Research Associate)

Authors
  1. O. L. Mangasarian
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  2. R. De Leone
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Additional information

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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Mangasarian, O.L., De Leone, R. Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs. J Optim Theory Appl 54, 437–446 (1987). https://doi.org/10.1007/BF00940194

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  • DOI: https://doi.org/10.1007/BF00940194

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