Abstract:<p style="text-indent:20px;">We develop a power penalty approach to a finite-dimensional double obstacle problem. This problem is first approximated by a system of nonlinear equations containing two penalty terms. We show that the solution to this penalized equation converges to that of the original obstacle problem at an exponential rate when the coefficient matrices are <inline-formula><tex-math id="M1">\begin{document}$ M $\end{document}</tex-math></inline-formula>-matrices. Nu… Show more
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