Multisplitting iteration schemes for solving a class of nonlinear complementarity problems (Q871671)

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Multisplitting iteration schemes for solving a class of nonlinear complementarity problems
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    Multisplitting iteration schemes for solving a class of nonlinear complementarity problems (English)
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    20 March 2007
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    The authors consider the following nonlinear complementarity problem: Find an \(x\in \mathbb{R}^n\), \[ x\geq0,\quad Ax+f(x)\geq0,\quad x^\top (Ax+f(x))=0. \] Here \(A\) is a given \(H\)-matrix \((n\times n)\), \(f(x)=(f_i(x_i))^n_{i=1}\), \(\frac{\partial f_i(x_i)}{\partial x_i}\geq 0\). Such problems may arise on the application of the finite element method to some free boundary problems with nonlinear source terms (there is brief example in the work). Keeping in mind the multithreading calculations, the authors bring synchronous and asynchronous parallel multisplitting iteration schemes. These schemes are the extensions to the above nonlinear problem of the linear complementarity synchronous and linear solver asynchronous schemes from \textit{Z.Z. Bai} [SIAM J.~Matrix Anal.~Appl. 21, No. 1, 67--78 (1999; Zbl 0942.65059)] and \textit{A. Frommer, H. Schwandt}, and \textit{D. B. Szyld} [ETNA 5, 48--61 (1997; Zbl 0890.65027)]. The convergence of the algorithms is investigated. The work contains results of numerical tests which show the greater performance of the asynchronous method. Unfortunately these tests do not contain the specifications of \(f(x)\). It is not clear, how essential nonlinearities include they.
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    \(H\)-matrix
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    asynchronous iteration
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    multisplitting method
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    parallel computation
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    finite element method
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    free boundary problems
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