Multi-sweep asynchronous parallel successive overrelaxation for the nonsymmetric linear complementarity problem

Convergence is established for the multi-sweep asynchronous parallel successive overrelaxation (SOR) algorithm for the nonsymmetric linear complementarity problem. The algorithm was orignally introduced for the symmetric linear complementarity problem. Computational tests show the superiority of the multi-sweep asynchronous SOR algorithm over its single-sweep counterpart on both symmetric and nonsymmetric linear complementarity problems.