| Abstract: | Serial and parallel successive overrelaxation (SOR) solutions of specially structured large-scale quadratic programs with simple bounds are discussed. By taking advantage of the sparsity structure of the problem, the SOR algorithm was successfully implemented on two massively parallel Single-Instruction-Multiple-Data machines: a Connection Machine CM-2 and a MasPar MP-1. Computational results for the well known obstacle problems show the effectiveness of the algorithm. Problems with millions of variables have been solved in a few minutes on these massively parallel machines, and speed-ups of 90% or more were achieved. |
