Polyhedral Gauß–Seidel converges
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
We prove global convergence of an inexact extended polyhedral Gauß-Seidel method for the minimization of strictly convex functionals that are continuously differentiable on each polyhedron of a polyhedral decomposition of their domains of definition. While pure Gauß-Seidel methods are known to be very slow for problems governed by partial differential equations, the presented convergence result also covers multilevel methods that extend the Gauß-Seidel step by coarse level corrections. Our result generalizes the proof of [10] for differentiable functionals on the Gibbs simplex. Example applications are given that require the generality of our approach.
Details
Originalsprache | Englisch |
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Seiten (von - bis) | 221-254 |
Fachzeitschrift | Journal of Numerical Mathematics |
Jahrgang | 22 |
Ausgabenummer | 3 |
Publikationsstatus | Veröffentlicht - 7 Okt. 2014 |
Peer-Review-Status | Ja |
Extern publiziert | Ja |
Externe IDs
Scopus | 84908085451 |
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ORCID | /0000-0003-1093-6374/work/142250583 |