A finite difference approach to solve obstacle-type problems using complementarity models


  • Daniel A. Gutierrez Pachas
  • Miguel Cutipa Coaquira




Finite difference method, Complementarity models, obstacle problems.


This paper focuses on elaborating practical finite difference schemes to reduce the computational cost incurred in the construction of large sparse matrices. Our methodology generates a sequence of lower-dimensional vectors to mitigate this cost. In addition, we test our approach on obstacle-type problems in its equivalent version of a complementarity model.


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Biografia do Autor

Daniel A. Gutierrez Pachas

Department of Computer Science, Universidad Católica San Pablo, Arequipa, Peru.


Miguel Cutipa Coaquira

Facultad de Ingeniería Industrial y de Sistemas, Universidad Nacional de Ingeniería, Lima, Peru.


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