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. © 1987 Plenum Publishing Corporation.
Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
DE LEONE, Renato
1987-01-01
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. © 1987 Plenum Publishing Corporation.File in questo prodotto:
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