An active-set equality constrained Newton solver with feasibility restoration for inverse coefficient problems in elliptic variational inequalities

An Active Set-type Newton Method for Constrained Nonlinear Systems

We consider the problem of nding a solution of a nonlinear system of equations subject to some box constraints. To this end, we introduce a new active set-type Newton method with global and local fast convergence properties. The method generates feasible iterates and has to solve only one linear system of equations at each iteration. Due to our active set strategy, this linear system is of redu...

On constrained Newton linearization and multigrid for variational inequalities

Abstra t. We onsider the fast solution of a lass of large, pie ewise smooth minimization problems. For la k of smoothness, usual Newton multigrid methods annot be applied. We propose a new approa h based on a ombination of onvex minization with onstrained Newton linearization. No regularization is involved. We show global onvergen e of the resulting monotone multigrid methods and give polylogar...

Michael Ulbrich Nonsmooth Newton-like Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces

A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities

In this paper we take a new look at smoothing Newton methods for solving the nonlinear complementarity problem (NCP) and the box constrained variational inequalities (BVI). Instead of using an infinite sequence of smoothing approximation functions, we use a single smoothing approximation function and Robinson’s normal equation to reformulate NCP and BVI as an equivalent nonsmooth equation H(u, ...

An Active Set - Type Newton Methodfor Constrained Nonlinear

We consider the problem of nding a solution of a nonlinear system of equations subject to some box constraints. To this end, we introduce a new active set-type Newton method with global and local fast convergence properties. The method generates feasible iterates and has to solve only one linear system of equations at each iteration. Due to our active set strategy, this linear system is of redu...