Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
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.
symmetric linear complementarity problem
scientific article; zbMATH DE number 3959157