HAL - INRIA :: [inria-00169080, version 5] Analysis of a quadratic programming decomposition algorithm

inria-00169080, version 5

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<author><persName><forename>Guy</forename><surname>Bencteux</surname></persName>
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<author><persName><forename>Eric</forename><surname>Cancès</surname></persName>
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<author><persName><forename>Claude</forename><surname>Le Bris</surname></persName>
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<title type="main" level="m">Analysis of a quadratic programming decomposition algorithm</title><title type="main" level="m">Analysis of a quadratic programming decomposition algorithm</title><imprint><biblScope type="publicationDate">2007</biblScope></imprint></monogr><idno type="HALid">http://hal.inria.fr/inria-00169080/en/</idno><idno type="HALFile">http://hal.inria.fr/inria-00169080/PDF/paper_INRIA.pdf</idno></biblStruct>
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Analysis of a quadratic programming decomposition algorithm

William Hager^a^, 1, Guy Bencteux (

)^b^, 2, Eric Cancès^c^, 2, Claude Le Bris (

)^c^, 2

(2007)

Accès au texte intégral
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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 Rocquencourt)
	INRIA – Ecole Nationale des Ponts et Chaussées

Domaine

Mathématiques/Analyse numérique

Référence interne : RR-6288

Versions disponibles :


inria-00169080, version 5
http://hal.inria.fr/inria-00169080/fr/
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