Parallel two-grid semismooth Newton-Krylov-Schwarz method for nonlinear complementarity problems
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decomposition algorithmsgrid sequencinglarge scale calculationsNewton-Krylov-Schwarz methodsnonlinear complementarity problemsnumerical resultsparallel computingSchwarz preconditionerssemismooth Newtontwo-level methods
Preconditioners for iterative methods (65F08) Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)
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Cites work
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- A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
- A Restricted Additive Schwarz Preconditioner for General Sparse Linear Systems
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- A special newton-type optimization method
- An algebraic convergence theory for restricted additive Schwarz methods using weighted max norms
- An algorithm for the fast solution of symmetric linear complementarity problems
- An inexact NE/SQP method for solving the nonlinear complementarity problem
- Augmented Lagrangian active set methods for obstacle problems
- Choosing the Forcing Terms in an Inexact Newton Method
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Convergence Theory of Nonlinear Newton–Krylov Algorithms
- Convergence Theory of Restricted Multiplicative Schwarz Methods
- Engineering and Economic Applications of Complementarity Problems
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Globally Convergent Inexact Newton Methods
- scientific article; zbMATH DE number 3980596 (Why is no real title available?)
- scientific article; zbMATH DE number 1953444 (Why is no real title available?)
- scientific article; zbMATH DE number 949303 (Why is no real title available?)
- scientific article; zbMATH DE number 2113718 (Why is no real title available?)
- scientific article; zbMATH DE number 852532 (Why is no real title available?)
- Hybrid Krylov Methods for Nonlinear Systems of Equations
- Inexact semismooth Newton methods for large-scale complementarity problems
- Monotone multigrid methods for elliptic variational inequalities. I
- Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems
- On constrained Newton linearization and multigrid for variational inequalities
- On multigrid for linear complementarity problems with application to American-style options
- Optimization and nonsmooth analysis
- Parallel Multilevel Restricted Schwarz Preconditioners with Pollution Removing for PDE‐Constrained Optimization
- Parallel Newton--Krylov--Schwarz Algorithms for the Transonic Full Potential Equation
- Penalty methods for American options with stochastic volatility
- Pointwise a posteriori error control for elliptic obstacle problems
- Quadratic convergence for valuing American options using a penalty method
- Restricted Additive Schwarz Preconditioners with Harmonic Overlap for Symmetric Positive Definite Linear Systems
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
Cited in
(12)- Semismooth Newton methods with domain decomposition for American options
- Scalable semismooth Newton methods with multilevel domain decomposition for subsurface flow and reactive transport in porous media
- Parallel reservoir simulators for fully implicit complementarity formulation of multicomponent compressible flows
- Nonlinear preconditioning techniques for full-space Lagrange-Newton solution of PDE-constrained optimization problems
- Two-grid method for nonlinear parabolic equations by expanded mixed finite element methods
- Domain decomposition methods for a complementarity problem
- Flexible complementarity solvers for large-scale applications
- Parallel domain decomposition methods with mixed order discretization for fully implicit solution of tracer transport problems on the cubed-sphere
- Adaptive space-time domain decomposition for multiphase flow in porous media with bound constraints
- Nonlinearly preconditioned semismooth Newton algorithms for nonlinear nonsmooth systems
- Nonlinearly preconditioned semismooth Newton methods for variational inequality solution of two-phase flow in porous media
- Parallel primal-dual active-set algorithm with nonlinear and linear preconditioners
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