Polyhedral Gauß–Seidel converges
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Contributors
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
Original language | English |
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Pages (from-to) | 221-254 |
Journal | Journal of Numerical Mathematics |
Volume | 22 |
Issue number | 3 |
Publication status | Published - 7 Oct 2014 |
Peer-reviewed | Yes |
Externally published | Yes |
External IDs
Scopus | 84908085451 |
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ORCID | /0000-0003-1093-6374/work/142250583 |