Article ID: | iaor1988272 |
Country: | Netherlands |
Volume: | 42 |
Issue: | 2 |
Start Page Number: | 347 |
End Page Number: | 361 |
Publication Date: | Nov 1988 |
Journal: | Mathematical Programming |
Authors: | De Leone R., Mangasarian O.L. |
Keywords: | parallel processing |
Convergence is established for asynchronous parallel successive overrelaxation (SOR) algorithms for the symmetric linear complementarity problem. For the case of a strictly diagonally dominant matrix convergence is achieved for a relaxation factor interval of (0,2] with line search, and (0,1] without line search. Computational tests on the Sequent Symmetry S81 multiprocessor give speedup efficiency in the 43%-91% range for the cases for which convergence is established. The tests also show superiority of the asynchronous SOR algorithms over their synchronous counterparts.