Two-stage parallel iterative methods for the symmetric linear complementarity problem

In this paper, the authors propose a two-stage parallel iterative method for solving the symmetric linear complementarity problem. When implemented in a parallel computing enironment, the method decomposes the problem into subproblems which are solved by certain iterative procedures concurrently on separate processors. Convergence of the overall method is established under some mild assumptions on how the inner iterations are terminated. Applications of the proposed method to solve strictly convex quadratic programs are discussed and numerical results on both a sequential computer (IBM 4381) and supercomputer (CRAYX-MP/24) are reported.