A Preconditioner for Solving Large Scale Variational Inequality Problems
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
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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PDFDOI: https://doi.org/10.1685/
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