ageneraltwolevelsubspacemethodfornonlinearoptimization

CSpace

	ageneraltwolevelsubspacemethodfornonlinearoptimization
	Chen Cheng 1; Wen Zaiwen 2; Yuan Yaxiang 3
	2018
发表期刊	journalofcomputationalmathematics
ISSN	0254-9409
卷号	36 期号:6 页码:881
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.
语种	英语
资助项目	[NSFC]
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/36890
专题	中国科学院数学与系统科学研究院
作者单位	1.中国科学院大学 2.北京大学 3.中国科学院数学与系统科学研究院
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.