zbMATH — the first resource for mathematics

Rate of convergence of some space decomposition methods for linear and nonlinear problems. (English) Zbl 0915.65063
The authors consider the nonlinear problem $\text{minimize}\quad F(v)\quad\text{subject to}\quad v\in V,\tag{1}$ where $$V$$ is a reflexive Banach space, and the functional $$F: V\to\mathbb{R}$$ is differentiable and convex. They suppose that the space $$V$$ can be decomposed into a sum of subspaces. Then two algorithms are proposed to solve the problem (1). One of the algorithms solves the minimization problems sequentially over each subspace, the other solves the minimization problems in parallel over all the subspaces. The convergence of the proposed algorithms is proved.

MSC:
 65K05 Numerical mathematical programming methods 90C30 Nonlinear programming 90C48 Programming in abstract spaces 65Y05 Parallel numerical computation 65J15 Numerical solutions to equations with nonlinear operators (do not use 65Hxx)
Full Text: