A new subspace correction method for nonlinear unconstrained convex optimization problems (Q692728)

From MaRDI portal





scientific article; zbMATH DE number 6113051
Language Label Description Also known as
default for all languages
No label defined
    English
    A new subspace correction method for nonlinear unconstrained convex optimization problems
    scientific article; zbMATH DE number 6113051

      Statements

      A new subspace correction method for nonlinear unconstrained convex optimization problems (English)
      0 references
      0 references
      0 references
      6 December 2012
      0 references
      The problem of minimizing a real-valued differentiable function over a finite dimensional vector space is studied. Following the framework of \textit{X.-C. Tai} and \textit{J. Xu} [Math. Comput. 71, No. 237, 105--124 (2002; Zbl 0985.65065)], the authors construct a new parallel subspace correction algorithm. The subspace problem, based on the multigrid approach for discretized optimization problems proposed by \textit{S. G. Nash} [Optim. Methods Softw. 14, No. 1--2, 99--116 (2000; Zbl 0988.90040)], is more close to the original problem, which makes the subspace correction more accurate. The convergence rate of the algorithm is given and numerical results for nonlinear partial differential equations and a minimal surface problem are shown.
      0 references
      nonlinear unconstrained convex optimization
      0 references
      subspace correction method
      0 references
      multigrid method
      0 references
      convergence
      0 references
      algorithm
      0 references
      numerical results
      0 references
      minimal surface problem
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references