We present in this dissertation new iterative methods for solving Linear Complementarity (LCP) and Least Norm (LNP) Problems. After a general overview on iterative methods for the LCP, in chapter 2 we present an acceleration techinique applied to classic methods for symmetric LCP generated by considering appropriate splittings of the associated matrix. The acceleration gives rise to new methods consisting of computing a search direction using the basic method plus a one dimensional minimization taking into account the nonnegative constraints. Strong convergence proofs are given. In chapter 3 we compare sequential and parallel algorithms for solving Linear Programming and least 1-Norm Problems obtained by applying iterative methods to a dual of the original problem penalized with a quadratic term. We introduce a new parallel method for the Least 1-Norm Problem, proving its convergence. In chapter 4, we present new parallel iterative methods for solving large LNP, giving convergence proofs. Finally, in chapter 5 we propose new iterative methods for solving monotone nonsymmetric LCp based on a combination of proximal point iterations and classic iterative methods. All the algorithms, in their different versions are illustrated and compared through many numerical experiments.