中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
ageneraltwolevelsubspacemethodfornonlinearoptimization

文献类型:期刊论文

作者Chen Cheng3; Wen Zaiwen2; Yuan Yaxiang1
刊名journalofcomputationalmathematics
出版日期2018
卷号36期号:6页码:881
ISSN号0254-9409
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]
语种英语
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/36889]  
专题中国科学院数学与系统科学研究院
作者单位1.中国科学院数学与系统科学研究院
2.北京大学
3.中国科学院大学
推荐引用方式
GB/T 7714
Chen Cheng,Wen Zaiwen,Yuan Yaxiang. ageneraltwolevelsubspacemethodfornonlinearoptimization[J]. journalofcomputationalmathematics,2018,36(6):881.
APA Chen Cheng,Wen Zaiwen,&Yuan Yaxiang.(2018).ageneraltwolevelsubspacemethodfornonlinearoptimization.journalofcomputationalmathematics,36(6),881.
MLA Chen Cheng,et al."ageneraltwolevelsubspacemethodfornonlinearoptimization".journalofcomputationalmathematics 36.6(2018):881.

入库方式: OAI收割

来源:数学与系统科学研究院

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