Abstract
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.
Original language | English (US) |
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Pages (from-to) | 375-387 |
Number of pages | 13 |
Journal | Numerische Mathematik |
Volume | 36 |
Issue number | 4 |
DOIs | |
State | Published - Dec 1981 |
Externally published | Yes |
Keywords
- Subject Classifications: AMS(MOS): 65N30, 65K10, 49D20, CR: 5.17, 5.15
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics