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On multi-grid methods for variational inequalities

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We consider here a general class of algorithms for the numerical solution of variational inequalities. A convergence proof is given and in particular a multi-grid method is described. Numerical results are presented for the finite-difference discretization of an obstacle problem for minimal surfaces

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Hackbusch, W., Mittelmann, H.D. On multi-grid methods for variational inequalities. Numer. Math. 42, 65–76 (1983). https://doi.org/10.1007/BF01400918

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