Schopenhauer's doctrines were much more in sympathy with Eastern religions, such as Hinduism and Buddhism (he was familiar with both) than with the dominant Christianity of his time and place.

As can be seen from his pessimism, described above, the Buddhist doctrine that 'existence is suffering' was very close to his own position.

Though he wrote extensively about will, he regarded this (even the 'cosmic will') as intrinsically evil, and bound to lead to unhappiness and suffering, either in its frustration or its success.

He therefore advocated the lessening of the intensity of will - the less we will things, the less we will suffer. Ultimately, the abandonment of will is the best we can do, but is still none too pleasant. He wrote

"what remains after the entire abolition of will is for all those who are still full of will certainly nothing; to those in whom the will has turned and has denied itself, this our world, which is so real, with all its suns and milky ways--is nothing."
And again, lest it be thought he is pointing to a subtle positive good to be gained by the abandonment, after the will is surrendered, since the world is will,
"the whole manifestation of the will; and, finally, also the universal forms of this manifestation, time, space, and also its last fundamental form, subject and object; all are abolished. No will: no idea, no world. Before us there is certainly only nothingness."
This nothing, he maintained, is the best that can be hoped for - at least it is better than something.

This 'reversal' of the will was to be achieved by the classic techniques of asceticism: chastity, poverty, fasting, and self-flagellation.

Unfortunately, it seems that Schopenhauer was not able to put this into practice in his own life, being notoriously hot-tempered, un-chaste, and given to large meals at expensive tables.

His hot temper got him into trouble: annoyed by the chattering of an elderly lady outside his apartment door, he threw her down the stairs, injuring her permanently. She took him to court, and he was ordered to pay 15 thalers to her every three months, while she was alive. Twenty years later, when she died, his account book records the note he made: "Obit anus, abit onus" - "the old lady dies, the burden leaves".

Information and quotes from Bertrand Russell's A History of Western Philosophy. Unfortunately, Russell doesn't explicitly indicate which work the quotes are taken from, but from the context it's very likely The World as Will and Idea.