Abstract :
Some nested iterative scheme for obstacle problems where the constraints are handled by penalties is described. At each step of the iteration, an appropriate selection of the penalty parameter according to the discretization parameter in addition to truncated Newton is implemented. The scheme may be considered as cascadic, however, unlike in P.D.E. applications, here the penalty parameter is changed from one discretization level to the next discretization level. Numerical examples are given for the elastic-plastic torsion problem, and the obstacle problem for a membrane.
