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

DOI10.1007/s11075-017-0405-yzbMath1402.90192OpenAlexW2751441143MaRDI 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 methodslinear complementarity problemsalternating direction methodalternating direction implicitaugmented Lagrangiansymmetric positive definite

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative numerical methods for linear systems (65F10) General methods in interval analysis (65G40)

Related Items (5)

Improved Inexact Alternating Direction Methods for a Class of Nonlinear Complementarity Problems ⋮ Improved modulus-based matrix splitting iteration methods for quasi-complementarity problems ⋮ An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems ⋮ Fast modulus-based matrix splitting iteration methods for implicit complementarity problems ⋮ A partially inexact ADMM with o(1/n) asymptotic convergence rate, 𝒪(1/n) complexity, and immediate relative error tolerance

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