@Article{NMTMA-5-85,
author = {Jari Toivanen and Cornelis W. Oosterlee},
title = {A Projected Algebraic Multigrid Method for Linear Complementarity Problems},
journal = {Numerical Mathematics: Theory, Methods and Applications},
year = {2012},
volume = {5},
number = {1},
pages = {85--98},
abstract = {<p style="text-align: justify;">We present an algebraic version of an iterative multigrid method for
obstacle problems, called projected algebraic multigrid (PAMG) here.
We show that classical algebraic multigrid algorithms can easily be
extended to deal with this kind of problem. This paves the way for
efficient multigrid solution of obstacle problems with partial
differential equations arising, for example, in financial engineering.</p>},
issn = {2079-7338},
doi = {https://doi.org/10.4208/nmtma.2011.m12si05},
url = {http://global-sci.org/intro/article_detail/nmtma/5929.html}
}