Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F11%3A00021399" target="_blank" >RIV/61989100:27240/11:00021399 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27240/11:86084112
Result on the web
<a href="http://dx.doi.org/10.1007/s10589-009-9237-6" target="_blank" >http://dx.doi.org/10.1007/s10589-009-9237-6</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10589-009-9237-6" target="_blank" >10.1007/s10589-009-9237-6</a>

Result language
angličtina
Original language name
Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints
Original language description
The paper resolves the problem concerning the rate of convergence of the working set based MPRGP (modified proportioning with reduced gradient projection) algorithm with a long steplength of the reduced projected gradient step. The main results of this paper are the formula for the R-linear rate of convergence of MPRGP in terms of the spectral condition number of the Hessian matrix and the proof of the finite termination property for the problems whose solution does not satisfy the strict complementarity condition. The bound on the R-linear rate of convergence of the projected gradient is also included. For shorter steplengths these results were proved earlier by Dostal and Schoberl. The efficiency of the longer steplength is illustrated by numerical experiments. The result is an important ingredient in developing scalable algorithms for numerical solution of elliptic variational inequalities and substantiates the choice of parameters that turned out to be effective in numerical experi
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
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)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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