A new subspace correction method for nonlinear unconstrained convex optimization problems

作者：Chen, Rong liang; Zeng, Jin ping^*

来源：Acta Mathematicae Applicatae Sinica-English Series, 2012, 28(4): 745-756.

DOI：10.1007/s10255-012-0185-z

• nonlinear optimization
• convergence
• subspace correction method

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.

• 出版日期2012-10
• 单位湖南大学; 东莞理工学院