Parallel Successive Overrelaxation Methods for Symmetric Linear Complementarity Problems and Linear Programs.

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 algorithm is then applied to solve the symmetric linear complementarity problem associated with the least norm solution of a linear program.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1986
Accession Number
ADA172590

Entities

People

  • Olvi L. Mangasarian
  • R. De Leone

Organizations

  • University of Wisconsin–Madison

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DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Computations
  • Computer Science
  • Contracts
  • Convergence
  • Iterations
  • Linear Programming
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  • Mathematics
  • North Carolina
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  • United States
  • Universities
  • Wisconsin

Fields of Study

  • Mathematics

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  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
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