Inexact Newton Method for Minimization of Convex Piecewise Quadratic Functions

DOI10.1007/978-3-030-23436-2_10MaRDI QIDQ5114894zbMATHOpenAlexFDO

Authors A. I. Golikov, I. E. Kaporin

Publication date 29 June 2020

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.03245

zbMATH Keywords

sparse matrixoptimization problemsnumerical grid generationnumerical minimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Computational methods for sparse matrices (65F50)

Abstract: An inexact Newton type method for numerical minimization of convex piecewise quadratic functions is considered and its convergence is analyzed. Earlier, a similar method was successfully applied to optimizaton problems arising in numerical grid generation. The method can be applied for computing a minimum norm nonnegative solution of underdetermined system of linear equations or for finding the distance between two convex polyhedra. The performance of the method is tested using sample data from NETLIB family of the University of Florida sparse matrix collection as well as quasirandom data.

Recommendations

• scientific article; zbMATH DE number 3903875
• An inexact Newton method for nonconvex equality constrained optimization
• Piecewise-quadratic approximations in convex numerical optimization
• scientific article; zbMATH DE number 1864543
• Inexact Newton methods for solving nonsmooth equations
• Inexact Newton methods for the nonlinear complementarity problem
• Inexact Newton method for non-linear functions with values in a cone
• On the convergence of inexact quasi-newton methods
• On exact linesearch quasi-Newton methods for minimizing a quadratic function
• Extensions to generalized quasilinearization versus Newton's method for convex-concave functions

Cites work

• scientific article; zbMATH DE number 2210630 (Why is no real title available?)
• A Newton method for linear programming
• A class of iterative methods for finite element equations
• A finite newton method for classification
• Computing minimum norm solution of linear systems of equations by the generalized Newton method
• Error norm estimation and stopping criteria in preconditioned conjugate gradient iterations
• Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
• Methods of conjugate gradients for solving linear systems
• On a Class of Nonlinear Equation Solvers Based on the Residual Norm Reduction over a Sequence of Affine Subspaces
• Parallel implementation of Newton's method for solving large scale linear programs
• Projective-dual method for solving systems of linear equations with nonnegative variables
• Regularization of the barrier variational method of grid generation
• Truncated Newton type solver with application to grid untangling problem

Cited in

(4)

• An exterior Newton method for strictly convex quadratic programming
• The Newton bracketing method for the minimization of convex functions subject to affine constraints
• Quasi-Newton minimization for the \(p(x)\)-Laplacian problem
• Newton-type method for solving systems of linear equations and inequalities

Describes a project that uses

Uses Software

• LAPACK
• SparseMatrix

This page was built for publication: Inexact Newton Method for Minimization of Convex Piecewise Quadratic Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5114894)