Accelerating the LSTRS Algorithm
نویسندگان
چکیده
منابع مشابه
Accelerating the LSTRS Algorithm
In a recent paper [Rojas, Santos, Sorensen: ACM ToMS 34 (2008), Article 11] an efficient method for solving the Large-Scale Trust-Region Subproblem was suggested which is based on recasting it in terms of a parameter dependent eigenvalue problem and adjusting the parameter iteratively. The essential work at each iteration is the solution of an eigenvalue problem for the smallest eigenvalue of t...
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The Uzawa algorithm is an iterative method for the solution of saddle-point problems, which arise in many applications, including fluid dynamics. Viewing the Uzawa algorithm as a fixedpoint iteration, we explore the use of Anderson acceleration (also knownas Anderson mixing) to improve the convergence. We compare the performance of the preconditioned Uzawa algorithm with and without acceleratio...
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The software manual of a MATLAB 6.0 implementation of the LSTRS method is presented. LSTRS was described in M. Rojas, S.A. Santos and D.C. Sorensen, A new matrix-free method for the large-scale trust-region subproblem, SIAM J. Optim., 11(3):611-646, 2000. LSTRS is designed for large-scale quadratic problems with one norm constraint. The method is based on a reformulation of the trust-region sub...
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برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2011
ISSN: 1064-8275,1095-7197
DOI: 10.1137/090764426