Polyhedral Gauß-Seidel Converges

Please always quote using this URN:urn:nbn:de:0296-matheon-6879
  • We prove global convergence of an inexact polyhedral Gau\ss--Seidel method for the minimization of strictly convex functionals that are continuously differentiable on each polyhedron of a polyhedral decomposition of their domains of definition. While being known to be very slow by themselves, such methods are a cornerstone for fast, globally convergent multigrid methods. Our result generalizes the proof of Kornhuber and Krause [2006] for differentiable functionals on the Gibbs simplex. Example applications are given that require the generality of our approach.

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Metadaten
Author:Carsten Gräser, Oliver Sander
URN:urn:nbn:de:0296-matheon-6879
Referee:Christof Schütte
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2010/04/14
Release Date:2010/03/22
Tag:
Institute:Freie Universität Berlin
Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS)
Zuse Institute Berlin (ZIB)
Preprint Number:696
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