[Show abstract][Hide abstract] ABSTRACT: In this paper, we are concerned with the monotone convergence of a multiplicative method for solving a kind of optimization problems. We show that the iterate sequence produced by the method converges to the solution of the problem monotonically.
Preview · Article · Sep 2002 · Journal of Computational and Applied Mathematics
[Show abstract][Hide abstract] ABSTRACT: We propose a cascadic multigrid method for the solution of the Lagrange finite element discretization for elliptic obstacle problems. We prove the convergence and obtain an error estimate of the method for the model obstacle problem. We also give some numerical results showing that the effectiveness of the proposed method.