Accession Number:

ADA172590

Title:

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

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

• Mangasarian,O. L.
• De Leone,R.

Report Date:

1986-08-01

Pagination or Media Count:

17.0

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.

Descriptors:

• *LINEAR PROGRAMMING
• ALGORITHMS
• OPTIMIZATION
• PROBLEM SOLVING
• SYMMETRY
• CONVERGENCE

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE