A Preconditioner for Solving Large Scale Variational Inequality Problems

Federica Tinti, Valeria Ruggiero


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

Full Text:


DOI: https://doi.org/10.1685/

Creative Commons License   Except where otherwise noted, content on this site is
  licensed under a Creative Commons 2.5 Italy License