An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints

Author:

Zhao Jian-Xun,Wang Song

Funder

The China Scholarship Council

National Natural Science Foundation of Chin

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference31 articles.

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3. Nielsen, B.F., Skavhaug, O., Tveito, A.: Penalty and front-fixing methods for the numerical solution of American option problems. J. Comput. Financ. 5, 69–97 (2001)

4. Huang, C.C., Wang, S.: A power penalty approach to a nonlinear complementarity problem. Oper. Res. Lett. 38, 72–76 (2010)

5. Huang, C.C., Wang, S.: A penalty method for a mixed nonlinear complementarity problem. Nonlinear Anal. 75, 588–597 (2012)

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