An inexact alternating direction method of multipliers for the solution of linear complementarity problems arising from free boundary problems

DOI10.1007/s11075-017-0405-yzbMath1402.90192MaRDI QIDQ1652800

Y. Aharonov

Publication date: 16 July 2018

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-017-0405-y

zbMATH Keywords

iterative methods; linear complementarity problems; alternating direction method; alternating direction implicit; augmented Lagrangian; symmetric positive definite

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

65F10: Iterative numerical methods for linear systems

65G40: General methods in interval analysis