A Preconditioner for Solving Large Scale Variational Inequality Problems

Federica Tinti, Valeria Ruggiero

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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[DOI: 10.1685/] About DOI

Url Resolver: : http://dx.doi.org/10.1685/





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