Convergence analysis of the Fast Subspace Descent method for convex optimization problems

DOI10.1090/mcom/3526zbMath1442.65426arXiv1810.04116OpenAlexW3005875771MaRDI QIDQ5113667

Long Chen, Xiaozhe Hu, Steven M. Wise

Publication date: 15 June 2020

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.04116

zbMATH Keywords

convergence analysisnonlinear PDEconvex optimization problemsfast subspace descent methodfull approximation storage (FAS) schemenonlineare multigrid method

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical optimization and variational techniques (65K10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Numerical solutions to equations with nonlinear operators (65J15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Related Items (7)

Additive Schwarz methods for convex optimization with backtracking ⋮ Numerical comparison of modified-energy stable SAV-type schemes and classical BDF methods on benchmark problems for the functionalized Cahn-Hilliard equation ⋮ A fast solver for generalized optimal transport problems based on dynamical system and algebraic multigrid ⋮ Transformed primal-dual methods for nonlinear saddle point systems ⋮ Preconditioned accelerated gradient descent methods for locally Lipschitz smooth objectives with applications to the solution of nonlinear PDEs ⋮ A Posteriori Error Estimates for Multilevel Methods for Graph Laplacians ⋮ Asymptotic behaviour of time stepping methods for phase field models

Uses Software

• iFEM

Cites Work

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