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 the c 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.
- Subject Classifications: AMS(MOS): 65N30, 65K10, 49D20, CR: 5.17, 5.15
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics