Iterative Methods for Linear Complementary and Related Problems

Abstract

A sparsity preserving LP-based SOR method for solving classes of linear complementary problems including the case where the given matrix is positive semidefinite is proposed. The LP subproblems need be solved only approximately by a SOR method. Heuristic enhancement is discussed. Numerical results for a special class of problems are presented, which show that the heuristic enhancement is very effective and the resulting program can solve problems of more than 100 variables in a few seconds even on a personal computer. Keywords: Linear; Programming; Successive overrelaxation method.

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Document Details

Document Type
Technical Report
Publication Date
May 14, 1989
Accession Number
ADA212848

Entities

People

  • Tzong H. Shiau

Organizations

  • University of Missouri

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Computations
  • Computer Programming
  • Computer Programs
  • Computer Science
  • Computers
  • Convergence
  • Errors
  • Inequalities
  • Iterations
  • Mathematics
  • Numbers
  • Personal Computers
  • Quadratic Programming
  • Security
  • Theorems

Fields of Study

  • Engineering

Readers

  • Operations Research