Abstract
This paper develops a reduced block successive overrelaxation method for solving a class of (large-scale) linear complementarity problems. The main new feature of the method is that it contains certain reduction operations at each iteration. Such reductions are needed in order to ensure the boundedness (and therefore the existence of accumulation points) of the sequence of iterates produced by the algorithm. Convergence of the method is established by using a theorem due to Zangwill.
Research of this author and reproduction of this report were partially supported by the Department of Energy Contract DE-AC03-76SF00326, PA#DE-AT03-76ER72018 and the Office of the Naval Research Contract N00014-75-C-0267.
Research of this author was supported by the Office of Naval Research under Contract N00014-75-c-0621 NR 047-048 and National Science Foundation Grant ECS-7926320.
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References
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© 1982 The Mathematical Programming Society, Inc.
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Cottle, R.W., Pang, J.S. (1982). On the convergence of a block successive over-relaxation method for a class of linear complementarity problems. In: Sorensen, D.C., Wets, R.J.B. (eds) Nondifferential and Variational Techniques in Optimization. Mathematical Programming Studies, vol 17. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120964
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DOI: https://doi.org/10.1007/BFb0120964
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