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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...
Finding the solution of linear complementarity problem (LCP) is an important subject in scientific computing, engineering and economic applications. In the literature, many iterative methods have been proposed, especially, when the matrix of the problem is a real positive definite or an H+ − matrix. In this paper, we propose a new method using an alternating direction (AD)...
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