ageneraltwolevelsubspacemethodfornonlinearoptimization

	ageneraltwolevelsubspacemethodfornonlinearoptimization
	Chen Cheng 3; Wen Zaiwen 2; Yuan Yaxiang 1
刊名	journalofcomputationalmathematics
	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
内容类型	期刊论文
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.