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