New Variant of the Semi-Monotonic Augmented Lagrangian Algorithm

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68145535%3A_____%2F24%3A00598050" target="_blank" >RIV/68145535:_____/24:00598050 - isvavai.cz</a>
Result on the web
<a href="https://www.ctresources.info/ccc/download/ccc.10066.pdf" target="_blank" >https://www.ctresources.info/ccc/download/ccc.10066.pdf</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.4203/ccc.8.5.1" target="_blank" >10.4203/ccc.8.5.1</a>

Result language
angličtina
Original language name
New Variant of the Semi-Monotonic Augmented Lagrangian Algorithm
Original language description
SMALE is an efficient algorithm for solving quadratic programming problems with simple bounds and linear equality constraints. There are two variants of this method: one updates the parameter for precision control of an inner solver by a factor less than one (the preferable variant, as it does not change the Hessian via penalty update), and the other updates the penalty by a factor greater than one (resulting in a lower number of outer iterations and fewer Hessian multiplications in the inner solver). We use the MPRGP algorithm as an inner solver for solving bound-constrained quadratic programming problems. We introduce a new theoretically supported variant that updates both these parameters: multiplying the penalty by a factor greater than one and multiplying the parameter for precision control for the MPRGP stopping criterion by the square root of this factor. The larger penalty accelerates the outer loop, while the larger parameter for precision control accelerates the inner solver. Numerical experiments with the Total-FETI method demonstrate the effectiveness of this new variant.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the Twelfth International Conference on Engineering Computational Technology
ISBN
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ISSN
2753-3239
e-ISSN
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Number of pages
9
Pages from-to
5.1
Publisher name
Civil-Comp Press
Place of publication
Edinburgh
Event location
Praha
Event date
Sep 4, 2024
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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