On the eigenvalues of the saddle point matrices discretized from Navier–Stokes equations |
| |
Authors: | " target="_blank">Na Huang Chang-Feng Ma |
| |
Institution: | 1.Faculté Polydisciplinaire de Ouarzazate (FPO), Département de Mathématiques, Informatique et Gestion,Université Ibn Zohr,Ouarzazate,Morocco |
| |
Abstract: | In this paper, we proposed an implementation of stochastic perturbation of reduced gradient and bisection (SPRGB) method for optimizing a non-convex differentiable function subject to linear equality constraints and non-negativity bounds on the variables. In particular, at each iteration, we compute a search direction by reduced gradient, and optimal line search by bisection algorithm along this direction yields a decrease in the objective value. SPRGB method is desired to establish the global convergence of the algorithm. An implementation and tests of SPRGB algorithm are given, and some numerical results of large-scale problems are presented, which show the efficient of this approach. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|