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

作者：Zhang, Jian-Jun; Zhang, Jian-Li; Ye, Wan-Zhou

来源：Numerical Algorithms, 2018, 78(3): 895-910.

DOI：10.1007/s11075-017-0405-y

• Alternating direction method
• Alternating direction implicit
• Augmented Lagrangian
• Linear complementarity problems
• Iterative methods
• Symmetric positive definite

A large number of free boundary problems can be formulated as linear-complementarity problems. In this paper, we propose an inexact alternating direction method of multipliers for solving linear complementarity problem arising from free boundary problems by using the special structure of these problems. The convergence of our proposed method is proved. Numerical results show that the proposed method is feasible and effective, and it is significantly faster than modified alternating direction implicit algorithm and many other methods, especially when dimension of the problem being solved is large.

• 出版日期2018-7
• 单位上海大学