A GENERAL TWO-LEVEL SUBSPACE METHOD FOR NONLINEAR OPTIMIZATION
文献类型：期刊论文
| 作者 | Chen, Chong1,2 ; Wen, Zaiwen3; Yuan, Yaxiang2
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| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2018 |
| 卷号 | 36期号:6页码:881-902 |
| 关键词 | Nonlinear optimization Convex and nonconvex problems Subspace technique Multigrid/multilevel method Large-scale problems |
| ISSN号 | 0254-9409 |
| DOI | 10.4208/jcm.1706-m2016-0721 |
| 英文摘要 | A new two-level subspace method is proposed for solving the general unconstrained minimization formulations discretized from infinite-dimensional optimization problems. At each iteration, the algorithm executes either a direct step on the current level or a coarse subspace correction step. In the coarse subspace correction step, we augment the traditional coarse grid space by a two-dimensional subspace spanned by the coordinate direction and the gradient direction at the current point. Global convergence is proved and convergence rate is studied under some mild conditions on the discretized functions. Preliminary numerical experiments on a few variational problems show that our two-level subspace method is promising. |
| 资助项目 | NSFC[11331012] ; NSFC[11688101] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000455997200007 |
| 出版者 | GLOBAL SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/32237]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Chen, Chong |
| 作者单位 | 1.Univ Chinese Acad Sci, Beijing 100190, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, LSEC, ICMSEC, Beijing 100190, Peoples R China 3.Peking Univ, Beijing Int Ctr Math Res, Beijing 100871, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Chong,Wen, Zaiwen,Yuan, Yaxiang. A GENERAL TWO-LEVEL SUBSPACE METHOD FOR NONLINEAR OPTIMIZATION[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2018,36(6):881-902. |
| APA | Chen, Chong,Wen, Zaiwen,&Yuan, Yaxiang.(2018).A GENERAL TWO-LEVEL SUBSPACE METHOD FOR NONLINEAR OPTIMIZATION.JOURNAL OF COMPUTATIONAL MATHEMATICS,36(6),881-902. |
| MLA | Chen, Chong,et al."A GENERAL TWO-LEVEL SUBSPACE METHOD FOR NONLINEAR OPTIMIZATION".JOURNAL OF COMPUTATIONAL MATHEMATICS 36.6(2018):881-902. |
入库方式： OAI收割
来源：数学与系统科学研究院
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