Pages that link to "Item:Q597187"

The following pages link to Augmented Lagrangian active set methods for obstacle problems (Q597187):

Displaying 36 items.

• Finite algorithms for the numerical solutions of a class of nonlinear complementarity problems (Q262554) (← links)
• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• Parallel two-grid semismooth Newton-Krylov-Schwarz method for nonlinear complementarity problems (Q540550) (← links)
• Augmented Lagrangian active set methods for obstacle problems (Q597187) (← links)
• Non-smooth SOR for \(L ^{1}\)-fitting: convergence study and discussion of related issues (Q618409) (← links)
• An algorithm for solving the double obstacle problems (Q945240) (← links)
• Hybridization and stabilization for \textit{hp}-finite element methods (Q1633318) (← links)
• Comparison of internal clustering validation indices for prototype-based clustering (Q1657089) (← links)
• Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
• Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239) (← links)
• An adaptive wavelet collocation method for solving optimal control of elliptic variational inequalities of the obstacle type (Q1732326) (← links)
• PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
• PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
• A numerical study of a degenerate diffusion equation driven by a Heaviside function (Q2019586) (← links)
• Numerical analysis for a new kind of obstacle problem (Q2025546) (← links)
• Solution method for discrete double obstacle problems based on a power penalty approach (Q2076391) (← links)
• A fuzzy system based active set algorithm for the numerical solution of the optimal control problem governed by partial differential equation (Q2198757) (← links)
• A finite element method for elliptic Dirichlet boundary control problems (Q2215554) (← links)
• Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model'' (Q2243260) (← links)
• First-order least-squares method for the obstacle problem (Q2288369) (← links)
• The primal-dual active set method for a class of nonlinear problems with \(T\)-monotone operators (Q2298255) (← links)
• A damped semismooth Newton method for the Brugnano-Casulli piecewise linear system (Q2350728) (← links)
• Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
• Quadratic convergence of monotone iterates for semilinear elliptic obstacle problems (Q2406285) (← links)
• Denoising of smooth images using \(L^{1}\)-fitting (Q2487961) (← links)
• Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
• Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
• Equilibrium models with heterogeneous agents under rational expectations and its numerical solution (Q2656024) (← links)
• Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model (Q2661015) (← links)
• A meshless method for solving the free boundary problem associated with unilateral obstacle (Q2887024) (← links)
• A damped semismooth Newton iterative method for solving mixed linear complementarity problems (Q2905341) (← links)
• Equivalent Formulations of the Oxygen Depletion Problem, Other Implicit Moving Boundary Value Problems, and Implications for Numerical Approximation (Q6038786) (← links)
• Error identities for variational problems with obstacles (Q6086174) (← links)
• Least-squares finite elements for distributed optimal control problems (Q6135913) (← links)
• A deep neural network-based method for solving obstacle problems (Q6158276) (← links)
• A modified combined active-set Newton method for solving phase-field fracture into the monolithic limit (Q6171222) (← links)