Lower-dimensional linear complementarity problem approaches to the solution of a bi-obstacle problem (Q2383838)
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English | Lower-dimensional linear complementarity problem approaches to the solution of a bi-obstacle problem |
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Lower-dimensional linear complementarity problem approaches to the solution of a bi-obstacle problem (English)
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19 September 2007
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The authors propose a globally convergent Broyden-like method for solving a bi-obstacle problem based on its equivalent lower-dimensional linear complementarity problem. A suitable line search technique is introduced also. The global and super-linear convergence of the method is verified under appropriate assumptions. The authors present and explain the problems in exquisite detail, which therefore will make the paper useful.
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Bi-obstacle problem
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Broyden-like method
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global convergence
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superlinear convergence
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linear complementarity problem
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line search technique
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