Report Number: CS-TR-74-439
Institution: Stanford University, Department of Computer Science
Title: On the solution of large, structured linear complementarity problems: III.
Author: Cottle, Richard W.
Author: Golub, Gene H.
Author: Sacher, Richard S.
Date: August 1974
Abstract: This paper addresses the problem of solving a class of specially-structured linear complementarity problems of potentially very large size. An efficient method which couples a modification of the block successive overrelaxation technique and several techniques discussed by the authors in previous papers is proposed. Problems of the type considered arise, for example, in solving approximations to both the free boundary problem for finite-length journal bearings and percolation problems in porous dams by numerical methods. These applications and our computational experience with the method are presented here.