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Convergence Analysis of a Generalized Full Approximation Storage Scheme for Convex Optimization Problems. (arXiv:1810.04116v1 [math.NA])
来源于:arXiv
Full Approximation Scheme (FAS) is a widely used multigrid method for
nonlinear problems. In this paper, a new framework to analyze FAS for convex
optimization problems is developed. FAS can be recast as an inexact version of
nonlinear multigrid methods based on space decomposition and subspace
correction. The local problem in each subspace can be simplified to be linear
and one gradient decent iteration is enough to ensure a linear convergence of
FAS. 查看全文>>