Abstract
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.
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Supported by the National Nature Science Foundation of China (No. 10971058) and by the Key Project of Chinese Ministry of Education (No. 309023).
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Chen, Rl., Zeng, Jp. A new subspace correction method for nonlinear unconstrained convex optimization problems. Acta Math. Appl. Sin. Engl. Ser. 28, 745–756 (2012). https://doi.org/10.1007/s10255-012-0185-z
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DOI: https://doi.org/10.1007/s10255-012-0185-z