Partially and Totally Asynchronous Algorithms for Linear Complentarity Problems

Abstract

A unified treatment is given for partially and totally asynchronous parallel successive over-relaxation (SOR) algorithms for the linear complementarity problem. Convergence conditions are established and compared to previous results. Convergence of the partially asynchronous method for the symmetric linear complementarity problem can be guaranteed if the relaxation factor is sufficiently small. Unlike previous results this relaxation factor interval does not depend explicitly on problem size.