KMS Of Academy of mathematics and systems sciences, CAS
| A GENERAL TWO-LEVEL SUBSPACE METHOD FOR NONLINEAR OPTIMIZATION | |
Chen, Chong1,2 ; Wen, Zaiwen3; Yuan, Yaxiang2
| |
| 2018 | |
| Source Publication | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| ISSN | 0254-9409 |
| Volume | 36Issue:6Pages:881-902 |
| Abstract | 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. |
| Keyword | Nonlinear optimization Convex and nonconvex problems Subspace technique Multigrid/multilevel method Large-scale problems |
| DOI | 10.4208/jcm.1706-m2016-0721 |
| Language | 英语 |
| Funding Project | NSFC[11331012] ; NSFC[11688101] |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Applied ; Mathematics |
| WOS ID | WOS:000455997200007 |
| Publisher | GLOBAL SCIENCE PRESS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/32238 |
| Collection | 计算数学与科学工程计算研究所 |
| Corresponding Author | Chen, Chong |
| Affiliation | 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 |
| Recommended Citation 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. |
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