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Zhang, Kai; Yang, Xiaoqi; Wang, Song

Solution method for discrete double obstacle problems based on a power penalty approach. (English) Zbl 1499.90256

J. Ind. Manag. Optim. 18, No. 2, 1261-1274 (2022).

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90-08 Computational methods for problems pertaining to operations research and mathematical programming
65K15 Numerical methods for variational inequalities and related problems

Keywords:

double obstacle problem; penalty method; convergence rate; complementarity problem; numerical optimization
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Full Text: DOI

References:

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