Preconditioning for bound constrained quadratic programming problems arising from discretization of variational inequalities

Result code in IS VaVaI

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Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Preconditioning for bound constrained quadratic programming problems arising from discretization of variational inequalities

Original language description

The active set based MPRGP (modified proportioning with reduced gradient projection) for the solution of partially bound constrained quadratic programming problems turned out to be an important ingredient in development of scalable algorithms for the solution of variational inequalities by FETI and BETI domain decomposition methods. The algorithm was proved to have R-linear rate of convergence in terms of the spectral condition number of the Hessian matrix. Our presentation considers the preconditioningof MPRGP active set based algorithm with goal to get improved rate of convergence of the algorithm. We are interested in results which concern the overall rate of convergence, which requires not only the preconditioning of the solution of auxiliary linear solvers, but also the preconditioning of nonlinear steps. We first report improved bounds on the rate of convergence of MPRGP with preconditioning by conjugate projector applied to a model boundary variational inequality and give resul

Czech name

Předpodmínění úloh kvadratického programování

Czech description

V prezentaci ukazujeme předpodmínění algoritmu MPRGP s cílem zlepšit rychlost konvergence. Předpodmínění zasahuje všechny kroky algoritmu, tedy i ty nelineární.

Type

D - Article in proceedings

CEP classification

BA - General mathematics

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2007

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Computation Methods with Applications

ISBN

978-80-87136-00-3

ISSN

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e-ISSN

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Number of pages

1

Pages from-to

22-22

Publisher name

Institute of Computer Science AS CR

Place of publication

Praha

Event location

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Event date

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Type of event by nationality

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UT code for WoS article

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