Augmented Lagrangian Active Set Methods for Obstacle Problems

T. Kärkkäinen, K. Kunisch and P. Tarvainen
Additional contact information
T. Kärkkäinen: University of Jyväskylä
K. Kunisch: University of Graz

Journal of Optimization Theory and Applications, 2003, vol. 119, issue 3, No 4, 499-533

Abstract: Abstract Active set strategies for two-dimensional and three-dimensional, unilateral and bilateral obstacle problems are described. Emphasis is given to algorithms resulting from the augmented Lagrangian (i.e., primal-dual formulation of the discretized obstacle problems), for which convergence and rate of convergence are considered. For the bilateral case, modifications of the basic primal-dual algorithm are also introduced and analyzed. Finally, efficient computer realizations that are based on multigrid and multilevel methods are suggested and different aspects of the proposed techniques are investigated through numerical experiments.

Keywords: Obstacle problems; active set strategies; augmented Lagrangian methods; multigrid and multilevel methods (search for similar items in EconPapers)
Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://link.springer.com/10.1023/B:JOTA.0000006687.57272.b6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:119:y:2003:i:3:d:10.1023_b:jota.0000006687.57272.b6

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1023/B:JOTA.0000006687.57272.b6

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().