Solving variational inequalities using wavelet methods

Abstract

We present a multiscale (or hierarchical) approximation of elliptic variational inequalities where there is no need to develop an explicit mesh refinement strategy. That is, we use wavelets to recast elliptic variational inequalities as constrained quadratic optimisation problems in $\ell_2$ which we solve with the primal dual-path following method and the projected gradient algorithm. References

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