Active set expansion strategies in MPRGP algorithm
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68145535%3A_____%2F20%3A00534448" target="_blank" >RIV/68145535:_____/20:00534448 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27120/20:10245693 RIV/61989100:27240/20:10245693 RIV/61989100:27730/20:10245693
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0965997819311627?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0965997819311627?via%3Dihub</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.advengsoft.2020.102895" target="_blank" >10.1016/j.advengsoft.2020.102895</a>
Alternative languages
Result language
angličtina
Original language name
Active set expansion strategies in MPRGP algorithm
Original language description
The paper investigates strategies for expansion of active set that can be employed by the MPRGP algorithm. The standard MPRGP expansion uses a projected line search in the free gradient direction with a fixed step length. Such a scheme is often too slow to identify the active set, requiring a large number of expansions. We propose to use adaptive step lengths based on the current gradient, which guarantees the decrease of the unconstrained cost function with different gradient-based search directions. Moreover, we also propose expanding the active set by projecting the optimal step for the unconstrained minimization. Numerical experiments demonstrate the benefits (up to 78% decrease in the number of Hessian multiplications) of our expansion step modifications on two benchmarks – contact problem of linear elasticity solved by TFETI and machine learning problems of SVM type, both implemented in PERMON toolbox.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
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)
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Advances in Engineering Software
ISSN
0965-9978
e-ISSN
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Volume of the periodical
149
Issue of the periodical within the volume
November 2020
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
16
Pages from-to
102895
UT code for WoS article
000577084300005
EID of the result in the Scopus database
2-s2.0-85089702345