Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs
Gradient projection successive overrelaxation (GP-SOR) algorithm is proposed for the solution of symmetric linear complementarity problems and linear programs. A key distinguishing feature of this algorithm is that when appropriately parallelized, the relaxation factor interval (0,2) is not reduced. In a previously proposed parallel SOR schemes the substantially reduced relaxation interval mandated by the coupling terms of the problem often led to slow convergence. The proposed parallel algorithms are applied to finding the least 2-norm solution of linear programs. Efficiency of the algorithm is in the 50 to 100 percent range as demonstrated by computational results on the CRYSTAL token-ring multicomputer and the Sequent Balance 21000 multiprocessor.
- OSTI ID:
- 5496120
- Country of Publication:
- United States
- Language:
- English
Similar Records
Primal - dual parallel solution of very large sparse linear programs. Final report, 30 July 1986-29 June 1987
Parallel and serial solution of large-scale linear complementarity problems