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Licensed Unlicensed Requires Authentication Published by De Gruyter October 7, 2014

Polyhedral Gauß–Seidel converges

  • C. Gräser and O. Sander

Abstract

- We prove global convergence of an inexact extended polyhedral Gauß-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 pure Gauß-Seidel methods are known to be very slow for problems governed by partial differential equations, the presented convergence result also covers multilevel methods that extend the Gauß-Seidel step by coarse level corrections. Our result generalizes the proof of [10] for differentiable functionals on the Gibbs simplex. Example applications are given that require the generality of our approach.

Published Online: 2014-10-7
Published in Print: 2014-10-1

© 2014 by Walter de Gruyter Berlin/Boston

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