Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
type: Item
instance of: scholarly article
title: Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
zbMATH Open document ID: 0595.90090
DOI: 10.1007/BF00940194
published in: Journal of Optimization Theory and Applications
publication date: 1987-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 3959157
zbMATH Keywords: parallel algorithms
zbMATH Keywords: parallel successive overrelaxation
zbMATH Keywords: symmetric linear complementarity problem
author: O. L. Mangasarian
author: Renato De Leone
MaRDI profile type: Publication
cites work: Solution of symmetric linear complementarity problems by iterative methods
cites work: Normal solutions of linear programs
cites work: Sparsity-preserving SOR algorithms for separable quadratic and linear programming
cites work: Q5661059
cites work: Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
description: scientific article; zbMATH DE number 3959157