A New Subspace Correction Method for Nonlinear Unconstrained Convex Optimization Problems  

作　　者：Rong-liang CHEN Jin-ping ZENG 

机构地区：[1]College of Mathematics and Econometrics,Hunan University [2]College of Computer,Dongguan University of Technology

出　　处：《Acta Mathematicae Applicatae Sinica》2012年第4期745-756,共12页应用数学学报（英文版）

基　　金：Supported by the National Nature Science Foundation of China (No.10971058);the Key Project of Chinese Ministry of Education (No.309023)

摘　　要：This paper gives a new subspace correction algorithm for nonlinear unconstrained convex optimization problems based on the multigrid approach proposed by S. Nash in 2000 and the subspace correction algorithm proposed by X. Tai and J. Xu in 2001. Under some reasonable assumptions, we obtain the convergence as well as a convergence rate estimate for the algorithm. Numerical results show that the algorithm is effective.This paper gives a new subspace correction algorithm for nonlinear unconstrained convex optimization problems based on the multigrid approach proposed by S. Nash in 2000 and the subspace correction algorithm proposed by X. Tai and J. Xu in 2001. Under some reasonable assumptions, we obtain the convergence as well as a convergence rate estimate for the algorithm. Numerical results show that the algorithm is effective.

关 键 词：nonlinear optimization CONVERGENCE subspace correction method 

分 类 号：O224[理学—运筹学与控制论]