【摘要】 将双障碍问题的求解转化成对其KKT系统的求解,本文对于双障碍问题KKT系统的求解采用先将KKT系统转化成一个非光滑的非线性方程组,然后构造新的光滑函数来逼近非线性方程组的方法。文中算法采用光滑牛顿算法,全局收敛性得到了证明,数值试验表明算法是有效的。更多还原

【Abstract】 Bi-obstacle problem can be reformulated as it’s KKT system.In this paper we first convert KKT system into a nonsmooth nonlinear equation and then construct a new smoothing approximation function for the nonsmooth nonlinear equation.We propose a smoothing Newton algorithm for the solution of bi-obstacle problem.Global convergence of the algorithm is obtained under suitable conditions.Numerical experiments confirm the good theoretical properties of the algorithm.更多还原