Polyhedral Gauß–Seidel converges

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

  • Carsten Gräser - , Freie Universität (FU) Berlin (Autor:in)
  • Oliver Sander - , Rheinisch-Westfälische Technische Hochschule Aachen (Autor:in)

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

OriginalspracheEnglisch
Seiten (von - bis)221-254
FachzeitschriftJournal of Numerical Mathematics
Jahrgang22
Ausgabenummer3
PublikationsstatusVeröffentlicht - 7 Okt. 2014
Peer-Review-StatusJa
Extern publiziertJa

Externe IDs

Scopus 84908085451
ORCID /0000-0003-1093-6374/work/142250583

Schlagworte

Bibliotheksschlagworte