On the Convergence of a Block Successive Overrelaxation Method for a Class of Linear complementarity Problems.

Abstract

This paper develops a reduced block successive overrelaxation method for solving a class of (large-scale) linear complementarity problems. The main new feature of the method is that it contains certain reduction operations at each iteration. Such reductions are needed in order to ensure the boundedness (and therefore the existence of accumulation points) of the sequence of iterates produced by the algorithm. Convergence of the method is established by using a theorem due to Zangwill. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1980
Accession Number
ADA088760

Entities

People

  • J. S. Pang
  • R. W. Cottle

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Consistency
  • Contracts
  • Convergence
  • Heuristic Methods
  • Inequalities
  • Intervals
  • Iterations
  • Military Research
  • Nonlinear Programming
  • Quadratic Programming
  • Schools
  • Sequences
  • Transportation
  • Universities

Fields of Study

  • Mathematics

Readers

  • Operations Research