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A multilevel iterative method for symmetric, positive definite linear complementarity problems (1984)

Mandel, Jan

Springer

Applied mathematics & optimization 11 (1984), S. 77-95

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ISSN: 1432-0606

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract A fast iterative method for the solution of large, sparse, symmetric, positive definite linear complementarity problems is presented. The iterations reduce to linear iterations in a neighborhood of the solution if the problem is nondegenerate. The variational setting of the method guarantees global convergence. As an application, we consider a discretization of a Dirichlet obstacle problem by triangular linear finite elements. In contrast to usual iterative methods, the observed rate of convergence does not deteriorate with step size.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01442171

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