ISSN:
0945-3245
Keywords:
AMS(MOS): 65N30, 65K10, 49D20
;
CR: 5.17, 5.15
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary We consider nonlinear variational inequalities corresponding to a locally convex minimization problem with linear constraints of obstacle type. An efficient method for the solution of the discretized problem is obtained by combining a slightly modified projected SOR-Newton method with the projected version of thec g-accelerated relaxation method presented in a preceding paper. The first algorithm is used to approximately reach in relatively few steps the proper subspace of active constraints. In the second phase a Kuhn-Tucker point is found to prescribed accuracy. Global convergence is proved and some numerical results are presented.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01395953
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