共查询到20条相似文献,搜索用时 31 毫秒
1.
Youngmok Jeon 《Journal of Computational and Applied Mathematics》2010,234(8):2469-2482
We introduce two kinds of the cell boundary element (CBE) methods for convection dominated convection-diffusion equations: one is the CBE method with the exact bubble function and the other with inexact bubble functions. The main focus of this paper is on inexact bubble CBE methods. For inexact bubble CBE methods we introduce a family of numerical methods depending on two parameters, one for control of interior layers and the other for outflow boundary layers. Stability and convergence analysis are provided and numerical tests for inexact bubble CBEs with various choices of parameters are presented. 相似文献
2.
The present paper is concerned with the convergence problem of inexact Newton methods. Assuming that the nonlinear operator satisfies the γ-condition, a convergence criterion for inexact Newton methods is established which includes Smale's type convergence criterion. The concept of an approximate zero for inexact Newton methods is proposed in this paper and the criterion for judging an initial point being an approximate zero is established. Consequently, Smale's α-theory is generalized to inexact Newton methods. Furthermore, a numerical example is presented to illustrate the applicability of our main results. 相似文献
3.
The proximal point algorithm is classical and popular in the community of optimization. In practice, inexact proximal point algorithms which solve the involved proximal subproblems approximately subject to certain inexact criteria are truly implementable. In this paper, we first propose an inexact proximal point algorithm with a new inexact criterion for solving convex minimization, and show its O(1/k) iteration-complexity. Then we show that this inexact proximal point algorithm is eligible for being accelerated by some influential acceleration schemes proposed by Nesterov. Accordingly, an accelerated inexact proximal point algorithm with an iteration-complexity of O(1/k 2) is proposed. 相似文献
4.
Inexact Krylov subspace methods have been shown to be practical alternatives for the solution of certain linear systems of
equations. In this paper, the solution of singular systems with inexact matrix-vector products is explored. Criteria are developed
to prescribe how inexact the matrix-vector products can be, so that the computed residual remains close to the true residual,
thus making the inexact method of practical applicability. Cases are identified for which the methods work well, and this
is the case in particular for systems representing certain Markov chains. Numerical experiments illustrate the effectiveness
of the inexact approach.
AMS subject classification (2000) 65F10 相似文献
5.
Recently, a class of parameterized inexact Uzawa methods has been proposed for generalized saddle point problems by Bai and Wang [Z.-Z. Bai, Z.-Q. Wang, On parameterized inexact Uzawa methods for generalized saddle point problems, Linear Algebra Appl. 428 (2008) 2900–2932], and a generalization of the inexact parameterized Uzawa method has been studied for augmented linear systems by Chen and Jiang [F. Chen, Y.-L. Jiang, A generalization of the inexact parameterized Uzawa methods for saddle point problems, Appl. Math. Comput. (2008)]. This paper is concerned about a generalization of the parameterized inexact Uzawa method for solving the generalized saddle point problems with nonzero (2, 2) blocks. Some new iterative methods are presented and their convergence are studied in depth. By choosing different parameter matrices, we derive a series of existing and new iterative methods, including the preconditioned Uzawa method, the inexact Uzawa method, the SOR-like method, the GSOR method, the GIAOR method, the PIU method, the APIU method and so on. Numerical experiments are used to demonstrate the feasibility and effectiveness of the generalized parameterized inexact Uzawa methods. 相似文献
6.
Convergence results are provided for inexact two‐sided inverse and Rayleigh quotient iteration, which extend the previously established results to the generalized non‐Hermitian eigenproblem and inexact solves with a decreasing solve tolerance. Moreover, the simultaneous solution of the forward and adjoint problem arising in two‐sided methods is considered, and the successful tuning strategy for preconditioners is extended to two‐sided methods, creating a novel way of preconditioning two‐sided algorithms. Furthermore, it is shown that inexact two‐sided Rayleigh quotient iteration and the inexact two‐sided Jacobi‐Davidson method (without subspace expansion) applied to the generalized preconditioned eigenvalue problem are equivalent when a certain number of steps of a Petrov–Galerkin–Krylov method is used and when this specific tuning strategy is applied. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
7.
《Journal of Computational and Applied Mathematics》2006,187(2):227-252
We develop and analyze an affine scaling inexact generalized Newton algorithm in association with nonmonotone interior backtracking line technique for solving systems of semismooth equations subject to bounds on variables. By combining inexact affine scaling generalized Newton with interior backtracking line search technique, each iterate switches to inexact generalized Newton backtracking step to strict interior point feasibility. The global convergence results are developed in a very general setting of computing trial steps by the affine scaling generalized Newton-like method that is augmented by an interior backtracking line search technique projection onto the feasible set. Under some reasonable conditions we establish that close to a regular solution the inexact generalized Newton method is shown to converge locally p-order q-superlinearly. We characterize the order of local convergence based on convergence behavior of the quality of the approximate subdifferentials and indicate how to choose an inexact forcing sequence which preserves the rapid convergence of the proposed algorithm. A nonmonotonic criterion should bring about speeding up the convergence progress in some ill-conditioned cases. 相似文献
8.
Jinhai Chen 《Computational Optimization and Applications》2008,40(1):97-118
In this paper, inexact Gauss–Newton methods for nonlinear least squares problems are studied. Under the hypothesis that derivative
satisfies some kinds of weak Lipschitz conditions, the local convergence properties of inexact Gauss–Newton and inexact Gauss–Newton
like methods for nonlinear problems are established with the modified relative residual control. The obtained results can
provide an estimate of convergence ball for inexact Gauss–Newton methods. 相似文献
9.
10.
Inexact Interior-Point Method 总被引:2,自引:0,他引:2
S. Bellavia 《Journal of Optimization Theory and Applications》1998,96(1):109-121
In this paper, we introduce an inexact interior-point algorithm for a constrained system of equations. The formulation of the problem is quite general and includes nonlinear complementarity problems of various kinds. In our convergence theory, we interpret the inexact interior-point method as an inexact Newton method. This enables us to establish a global convergence theory for the proposed algorithm. Under the additional assumption of the invertibility of the Jacobian at the solution, the superlinear convergence of the iteration sequence is proved. 相似文献
11.
Xiaojun Chen 《Journal of Computational and Applied Mathematics》1998,100(2):369-224
This paper studies convergence analysis of a preconditioned inexact Uzawa method for nondifferentiable saddle-point problems. The SOR-Newton method and the SOR-BFGS method are special cases of this method. We relax the Bramble-Pasciak-Vassilev condition on preconditioners for convergence of the inexact Uzawa method for linear saddle-point problems. The relaxed condition is used to determine the relaxation parameters in the SOR-Newton method and the SOR-BFGS method. Furthermore, we study global convergence of the multistep inexact Uzawa method for nondifferentiable saddle-point problems. 相似文献
12.
The inexact cubic-regularized Newton’s method (CR) proposed by Cartis, Gould and Toint achieves the same convergence rate as exact CR proposed by Nesterov and Polyak, but the inexact condition is not implementable due to its dependence on a future variable. This note establishes the same convergence rate under a similar but implementable inexact condition, which depends on only current variables. Our proof bounds the function-value decrease over total iterations rather than each iteration in the previous studies. 相似文献
13.
《Journal of Computational and Applied Mathematics》2002,139(2):189-196
In this paper, the convergence property of the inexact Uzawa algorithm for solving symmetric indefinite linear systems is studied. A simple sufficient condition for the convergence of the inexact Uzawa algorithm is obtained. Two examples and numerical experiments illustrating the conclusion are provided. 相似文献
14.
交替方向法适合于求解大规模问题.该文对于一类变分不等式提出了一种新的交替方向法.在每步迭代计算中,新方法提出了易于计算的子问题,该子问题由强单调的线性变分不等式和良态的非线性方程系统构成.基于子问题的精确求解,该文证明了算法的收敛性.进一步,又提出了一类非精确交替方向法,每步迭代计算只需非精确求解子问题.在一定的非精确条件下,算法的收敛性得以证明. 相似文献
15.
Splitting methods have been extensively studied in the context of convex programming and variational inequalities with separable structures. Recently, a parallel splitting method based on the augmented Lagrangian method (abbreviated as PSALM) was proposed in He (Comput. Optim. Appl. 42:195?C212, 2009) for solving variational inequalities with separable structures. In this paper, we propose the inexact version of the PSALM approach, which solves the resulting subproblems of PSALM approximately by an inexact proximal point method. For the inexact PSALM, the resulting proximal subproblems have closed-form solutions when the proximal parameters and inexact terms are chosen appropriately. We show the efficiency of the inexact PSALM numerically by some preliminary numerical experiments. 相似文献
16.
We introduce the notion of inexact first-order oracle and analyze the behavior of several first-order methods of smooth convex optimization used with such an oracle. This notion of inexact oracle naturally appears in the context of smoothing techniques, Moreau–Yosida regularization, Augmented Lagrangians and many other situations. We derive complexity estimates for primal, dual and fast gradient methods, and study in particular their dependence on the accuracy of the oracle and the desired accuracy of the objective function. We observe that the superiority of fast gradient methods over the classical ones is no longer absolute when an inexact oracle is used. We prove that, contrary to simple gradient schemes, fast gradient methods must necessarily suffer from error accumulation. Finally, we show that the notion of inexact oracle allows the application of first-order methods of smooth convex optimization to solve non-smooth or weakly smooth convex problems. 相似文献
17.
18.
《Optimization》2012,61(5):731-758
In this article, the convergence properties of the DFP algorithm with inexact line searches on uniformly convex functions are investigated. An inexact line search is proposed and the global convergence and superlinear convergence of the DFP algorithm with this line search on uniformly convex functions are proved. 相似文献
19.
We present the convergence analysis of the inexact infeasible path-following (IIPF) interior-point algorithm. In this algorithm,
the preconditioned conjugate gradient method is used to solve the reduced KKT system (the augmented system). The augmented
system is preconditioned by using a block triangular matrix.
The KKT system is solved approximately. Therefore, it becomes necessary to study the convergence of the interior-point method
for this specific inexact case. We present the convergence analysis of the inexact infeasible path-following (IIPF) algorithm,
prove the global convergence of this method and provide complexity analysis.
Communicated by Y. Zhang. 相似文献
20.
The inexact Rayleigh quotient iteration (RQI) is used for computing the smallest eigenpair of a large Hermitian matrix. Under
certain condition, the method was proved to converge quadratically in literature. However, it is shown in this paper that
under the original given condition the inexact RQI may not quadratically converge to the desired eigenpair and even may misconverge
to some other undesired eigenpair. A new condition, called the uniform positiveness condition, is given that can fix misconvergence
problem and ensure the quadratic convergence of the inexact RQI. An alternative to the inexact RQI is the Jacobi-Davidson
(JD) method without subspace acceleration. A new proof of its linear convergence is presented and a sharper bound is established
in the paper. All the results are verified and analyzed by numerical experiments.
This work was supported by the National Natural Science Foundation of China (Grant Nos. 10471074, 10771116) and the Doctoral
Program of the Ministry of Education of China (Grant No. 20060003003) 相似文献