Name
Abstract | ||
|---|---|---|
We present a line search multigrid method for solving discretized versions of general unconstrained infinite-dimensional optimization problems. At each iteration on each level, the algorithm computes either a “direct search” direction on the current level or a “recursive search” direction from coarser level models. Introducing a new condition that must be satisfied by a backtracking line search procedure, the “recursive search” direction is guaranteed to be a descent direction. Global convergence is proved under fairly minimal requirements on the minimization method used at all grid levels. Using a limited memory BFGS quasi-Newton method to produce the “direct search” direction, preliminary numerical experiments show that our line search multigrid approach is promising. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1137/08071524X | SIAM Journal on Optimization |
Keywords | Field | DocType |
grid level,coarser level model,multiscale problems,direct search,recursive search,large-scale nonlinear optimization,line search,minimization method,descent direction,line search multigrid approach,multigrid/multilevel method,global convergence,convex and nonconvex optimization,line search multigrid method,backtracking line search procedure,current level,optimization,algorithms,multigrid method,partial differential equations,quasi newton method,optimization problem,convergence,nonlinear optimization,satisfiability,search theory | Incremental heuristic search,Mathematical optimization,Guided Local Search,Beam stack search,Beam search,Backtracking line search,Line search,Coordinate descent,Broyden–Fletcher–Goldfarb–Shanno algorithm,Mathematics | Journal |
Volume | Issue | ISSN |
20 | 3 | 1052-6234 |
Citations | PageRank | References |
4 | 0.45 | 16 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zaiwen Wen | 1 | 934 | 40.20 |
| Donald Goldfarb | 2 | 868 | 72.71 |