Sparsity-preserving SOR algorithms for separable quadratic and linear programming
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The main purpose of this work is to give explicit sparsity-preserving SOR (successive overrelaxation) algorithms for the solution of separable quadratic and linear programming problems. The principal and computationally-distinguishing feature of the present SOR algorithms is that they preserve the sparsity structure of the problem and do not require the computation of the product of the constraint matrix by its transpose as is the case in earlier SOR algorithms for linear and quadratic programming.
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- More results on the convergence of iterative methods for the symmetric linear complementarity problem
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- A new result in the theory and computation of the least-norm solution of a linear program
- Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
- Asynchronous parallel successive overrelaxation for the symmetric linear complementarity problem
- Pairwise reactive SOR algorithm for quadratic programming of net import spatial equilibrium models
- Successive linearization methods for large-scale nonlinear programming problems
- An iterative SOR algorithm for multi-period spatial equilibria
- Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs
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- A finite algorithm for the least two-norm solution of a linear program1
- Matrix multisplitting relaxation methods for linear complementarity problems
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- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- Convergence of SSOR methods for linear complementarity problems
- Multisplitting iteration schemes for solving a class of nonlinear complementarity problems
- A conjugate gradient algorithm for sparse linear inequalities
- A coordinate gradient descent method for nonsmooth separable minimization
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