SOR VERSUS JOR-TYPE METHODS FOR LINEAR PROGRAMMING

José Marcos LOPES[1]

Alvaro Rodolfo DE PIERRO[2]

§    ABSTRACT: We present in this work an experimental comparison among sequential iterative methods (SOR-type) and parallel (JOR-type) for solving the Linear Programming Problems (LPP) The test problems were randomly genetared. The comparison is given by means of application of the SOR and JOR splitting for a convenient Linear Complementarity Problem (LCP) associated with the LPP.

§    KEYWORDS: Iterative Methods ; linear programming; linear complementarity ; SOR and JOR methods.

 

 



[1] Departamento de Ciências – Faculdade de Engenharia de Ilha Solteira – UNESP – 15378 – Ilha Solteira – SP.

[2] Instituto de Matemática, Estatística e Ciências da Computação – UNICAMP – 13081 – Campinas – SP.