نتایج جستجو برای: inexact inverse iteration

تعداد نتایج: 134033  

Journal: :Adv. Operations Research 2012
Xiaoling Fu Xiangfeng Wang Haiyan Wang Ying Zhai

The problems studied are the separable variational inequalities with linearly coupling constraints. Some existing decomposition methods are very problem specific, and the computation load is quite costly. Combining the ideas of proximal point algorithm PPA and augmented Lagrangian method ALM , we propose an asymmetric proximal decomposition method AsPDM to solve a wide variety separable problem...

Journal: :Math. Program. 2016
Guanghui Lan Renato D. C. Monteiro

This paper considers a special class of convex programming (CP) problems whose feasible regions consist of a simple compact convex set intersected with an affine manifold. We present first-order methods for this class of problems based on an inexact version of the classical augmented Lagrangian (AL) approach, where the subproblems are approximately solved by means of Nesterov’s optimal method. ...

2009
Zhili Ge Deren Han

The efficiency of the implicit method proposed by He 1999 depends on the parameter β heavily; while it varies for individual problem, that is, different problem has different “suitable” parameter, which is difficult to find. In this paper, we present a modified implicit method, which adjusts the parameter β automatically per iteration, based on the message from former iterates. To improve the p...

Journal: :SIAM J. Scientific Computing 2016
Haijian Yang Feng-Nan Hwang Xiao-Chuan Cai

The full-space Lagrange–Newton algorithm is one of the numerical algorithms for solving problems arising from optimization problems constrained by nonlinear partial differential equations. Newton-type methods enjoy fast convergence when the nonlinearity in the system is well-balanced; however, for some problems, such as the control of incompressible flows, even linear convergence is difficult t...

1994
O. Axelsson A. T. Chronopoulos

where F (ξ) is a nonlinear operator from a real Euclidean space of dimension n or Hilbert space into itself. The Euclidean norm and corresponding inner product will be denoted by ‖·‖1 and (·, ·)1 respectively. A general different inner product with a weight function and the corresponding norm will be denoted by (·, ·)0 and ‖ · ‖ respectively. In the first part of this article (Sects. 2 and 3) w...

Journal: :Optimization Letters 2013
Margherita Porcelli

We introduce an inexact Gauss-Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties.

2010
Nai-fu Chen

Very often, inverse iteration is used with shifts to accelerate convergence to an eigenvector. In this paper, it is shown that, if the eigenvalue belongs to a nonlinear elementary divisor, the vector sequences may diverge even when the shift sequences converge to the eigenvalue. The local behavior is discussed through a 2 X 2 example, and a sufficient condition for the convergence of the vector...

Journal: :Numerical Lin. Alg. with Applic. 2005
Klaus Neymeyr

Inverse iteration, if applied to a symmetric positive definite matrix, is shown to generate a sequence of iterates with monotonously decreasing Rayleigh quotients. We present sharp bounds from above and from below which highlight inverse iteration as a descent scheme for the Rayleigh quotient. Such estimates provide the background for the analysis of the behavior of the Rayleigh quotient in cer...

Journal: :Applied Mathematics and Computation 2006
Zheng-Jian Bai

In this paper, we survey some of the latest development in using inexact Newton-like methods for solving inverse eigenvalue problems. These methods require the solutions of nonsymmetric and large linear systems. One can solve the approximate Jacobian equation by iterative methods. However, iterative methods usually oversolve the problem in the sense that they require far more (inner) iterations...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید