Truncated Nonsmooth Newton Multigrid Methods for Block-Separable Minimization Problems
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
The Truncated Nonsmooth Newton Multigrid (TNNMG) method is a robust and efficient solution method for a wide range of block-separable convex minimization problems, typically stemming from discretizations of non-linear and nonsmooth partial differential equations. This paper proves global convergence of the method under weak conditions both on the objective functional, and on the local inexact subproblem solvers that are part of the method. It also discusses a range of algorithmic choices that allows to customize the algorithm for many specific problems. Numerical examples are deliberately omitted, because many such examples have already been published elsewhere.
Details
Originalsprache | Englisch |
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Seiten (von - bis) | 454-481 |
Seitenumfang | 28 |
Fachzeitschrift | IMA Journal of Numerical Analysis |
Jahrgang | 39 |
Ausgabenummer | 1 |
Publikationsstatus | Veröffentlicht - 2019 |
Peer-Review-Status | Ja |
Externe IDs
Scopus | 85063391209 |
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ORCID | /0000-0003-1093-6374/work/142250553 |
Schlagworte
Schlagwörter
- nonsmooth optimization, convex optimization, multigrid, separable problems