A Preconditioner for Solving Large Scale Variational Inequality Problems

Authors

  • Federica Tinti
  • Valeria Ruggiero

DOI:

https://doi.org/10.1685/

Abstract

The numerical solution of a large scale variational inequality problem can be obtained by a generalization of a Inexact Newton method applied to a semismooth nonlinear system. This approach requires to solve at each step a sparse and large linear system. In this work we obtain an approximate solution of this system by the LSQR algorithm combined with a convenient preconditioner that is a variant of the incomplete LU-factorization. We propose a preconditioner that admits a block-factorization. Numerical experiments on a set of test-problems show the effectiveness of this approach. [DOI: 10.1685 / CSC06146] About DOI

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Published

2007-10-01

Issue

Vol. 1 (2006)

Section

Articles

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