inria-00169080, version 5
Analysis of a quadratic programming decomposition algorithm
William Hager a, 1Guy Bencteux
b, 2Eric Cancès c, 2Claude Le Bris
c, 2
N° RR-6288 (2007)
Résumé : We analyze a decomposition algorithm for minimizing a quadratic objective function, separable in x1 and x2, subject to the constraint that x1 and x2 are orthogonal vectors on the unit sphere. Our algorithm consists of a local step where we minimize the objective function in either variable separately, while enforcing the constraints, followed by a global step where we minimize over a subspace generated by solutions to the local subproblems. We establish a local convergence result when the global minimizers nondegenerate. Our analysis employs necessary and sufficient conditions and continuity properties for a global optimum of a quadratic objective function subject to a sphere constraint and a linear constraint. The analysis is connected with a new domain decomposition algorithm for electronic structure calculations.
- a – University of Florida
- b – EDF
- c – Ecole Nationale des Ponts et Chaussées
- 1 : Department of Mathematics
- University of Florida
- 2 : MICMAC (INRIA Paris - Rocquencourt)
- Ecole des Ponts ParisTech – INRIA
- Domaine : Mathématiques/Analyse numérique
- Référence interne : RR-6288
- Versions disponibles : v1 (31-08-2007) v2 (13-09-2007) v3 (14-09-2007) v4 (01-06-2009) v5 (02-06-2009)
- inria-00169080, version 5
- http://hal.inria.fr/inria-00169080
- oai:hal.inria.fr:inria-00169080
- Contributeur : Guy Bencteux
- Soumis le : Mardi 2 Juin 2009, 16:44:56
- Dernière modification le : Mardi 2 Juin 2009, 21:23:38






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