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An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints |
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| Authors: | Zhao Jian-Xun Wang Song |
| Affiliation: | 1.School of Mathematics, Tianjin University, Tianjin, 300354, People’s Republic of China ;2.Shenzhen Audencia Business School, WeBank Institute of Fintech, Guangdong Laboratory of Artificial Intelligence and Digital Economics (SZ), Shenzhen University, Shenzhen, 518060, China ; |
| Abstract: | Numerical Algorithms - We propose an interior penalty method to solve a nonlinear obstacle problem arising from the discretization of an infinite-dimensional optimization problem. An interior... |
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