Duality-based domain decomposition with natural coarse-space for variational inequalities (Q5928303): Difference between revisions

Elliptic boundary value problems are solved by duality-based domain decomposition methods. The discretized problem is first turned by the duality theory of convex programming into a quadratic programming problem with bound and equality constraints and the latter is further modified by means of orthogonal projectors to the natural coarse space. The resulting problem is then solved by an augmented Lagrangian type method with an outer loop for the Lagrangian multipliers for the equality constraints and an inner loop for the solution of the bound constrained quadratic programming problem. Optimal convergence rate is achieved and numerical examples indicate high numerial and parallel scalability of the algorithm.