Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/36043
Title: A penalty approximation method for a semilinear parabolic double obstacle problem
Authors: Zhou, YY
Wang, S
Yang, XQ 
Keywords: Parabolic differential operator
Complementarity problem
Global optimizer
Penalty approximation method
Double obstacle problem
Issue Date: 2014
Publisher: Springer
Source: Journal of global optimization, 2014, v. 60, no. 3, p. 531-550 How to cite?
Journal: Journal of global optimization 
Abstract: In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set. We first rewrite the double obstacle complementarity problem as a double obstacle variational inequality problem. Then, we construct a semilinear parabolic partial differential equation (penalized equation) for approximating the variational inequality problem. We prove that the solution to the penalized equation converges to that of the variational inequality problem and obtain a convergence rate that is corresponding to the power used in the formulation of the penalized equation. Numerical results are presented to demonstrate the theoretical findings.
URI: http://hdl.handle.net/10397/36043
ISSN: 0925-5001 (print)
1573-2916 (online)
DOI: 10.1007/s10898-013-0122-6
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