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On the efficient solution of nonlinear finite element equations. II

Bound-constrained problems

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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.

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  1. Abteilung Mathematik, Universität Dortmund, Postf. 500500, D-4600, Dortmund 50, Germany (Fed. Rep.)

    Hans Detlef Mittelmann

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Mittelmann, H.D. On the efficient solution of nonlinear finite element equations. II. Numer. Math. 36, 375–387 (1981). https://doi.org/10.1007/BF01395953

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