Truncated nonsmooth Newton multigrid methods for block-separable minimization problems

DOI10.1093/IMANUM/DRY073MaRDI QIDQ5113342zbMATH OpenOpenAlexWikidataFDO

Authors C. Gräser, O. Sander

Publication date 4 June 2020

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.04992

zbMATH Keywords

global convergenceconvex minimizationmultigridblock separable

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Newton-type methods (49M15)

Abstract: The Truncated Nonsmooth Newton Multigrid (TNNMG) method is a robust and efficient solution method for a wide range of block-separable convex minimization problems, typically stemming from discretizations of nonlinear and nonsmooth partial differential equations. This paper proves global convergence of the method under weak conditions both on the objective functional, and on the local inexact subproblem solvers that are part of the method. It also discusses a range of algorithmic choices that allows to customize the algorithm for many specific problems. Numerical examples are deliberately omitted, because many such examples have already been published elsewhere.

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