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dc.contributor.authorWang, Song
dc.date.accessioned2018-05-18T07:56:24Z
dc.date.available2018-05-18T07:56:24Z
dc.date.created2018-05-18T00:23:06Z
dc.date.issued2018
dc.identifier.citationWang, S. 2018. An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem. Applied Mathematical Modelling. 58: pp. 217-228.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/66879
dc.identifier.doi10.1016/j.apm.2017.07.038
dc.description.abstract

We propose and analyze an interior penalty method for a finite-dimensional large-scale bounded Nonlinear Complementarity Problem (NCP) arising from the discretization of a differential double obstacle problem in engineering. Our approach is to approximate the bounded NCP by a nonlinear algebraic equation containing a penalty function with a penalty parameter µ > 0. The penalty equation is shown to be uniquely solvable. We also prove that the solution to the penalty equation converges to the exact one at the rate O(µ 1/2 ) as µ ? 0. A smooth Newton method is proposed for solving the penalty equation and it is shown that the linearized system is reducible to two decoupled subsystems. Numerical experiments, performed on some non-trivial test examples, demonstrate the computed rate of convergence matches the theoretical one.

dc.publisherElsevier
dc.titleAn interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem
dc.typeJournal Article
dcterms.source.volume58
dcterms.source.startPage217
dcterms.source.endPage228
dcterms.source.issn0307-904X
dcterms.source.titleApplied Mathematical Modelling
curtin.departmentSchool of Electrical Engineering, Computing and Mathematical Science (EECMS)
curtin.accessStatusOpen access


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