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Parallel Successive Overrelaxation Methods for Symmetric Linear Complementarity Problems and Linear Programs.
Technical summary rept.,
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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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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