We consider the solution of large and sparse linearly constrained quadratic programming problems by an iterative scheme that requires to solve at each iteration a linear complementarity problem. For the solution of this last problem we examine parallel iterative solvers based on splittings of the complementarity matrix. We report the results of numerical experiments carried out on Cray T3E.
Parallel splitting methods for linearly constrained quadratic programs / Galligani, Emanuele; V., Ruggiero; Zanni, Luca. - STAMPA. - (1998), pp. 561-569.
Parallel splitting methods for linearly constrained quadratic programs
GALLIGANI, Emanuele;ZANNI, Luca
1998
Abstract
We consider the solution of large and sparse linearly constrained quadratic programming problems by an iterative scheme that requires to solve at each iteration a linear complementarity problem. For the solution of this last problem we examine parallel iterative solvers based on splittings of the complementarity matrix. We report the results of numerical experiments carried out on Cray T3E.
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