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Multi-sweep asynchronous parallel successive overrelaxation for the nonsymmetric linear complementarity problem

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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.

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Authors and Affiliations

  1. Computer Sciences Department, University of Wisconsin, 53706, Madison, Wisconsin, USA

    R. De Leone, O. L. Mangasarian & T-H Shiau

  2. Department of Computer Science and Information Engineering, National Chiao Tung University, Hsinchu, Taiwan 30050, R.O.C.

    T-H Shiau

Authors
  1. R. De Leone
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  2. O. L. Mangasarian
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  3. T-H Shiau
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Additional information

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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De Leone, R., Mangasarian, O.L. & Shiau, TH. Multi-sweep asynchronous parallel successive overrelaxation for the nonsymmetric linear complementarity problem. Ann Oper Res 22, 43–54 (1990). https://doi.org/10.1007/BF02023047

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  • DOI: https://doi.org/10.1007/BF02023047

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