| 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.