Accession Number:

ADA088760

Title:

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

Descriptive Note:

Management science research rept.,

Corporate Author:

CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s):

Report Date:

1980-07-01

Pagination or Media Count:

27.0

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

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE