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An optimal ADMM for unilateral obstacle problems

发布日期:2024-11-11点击数:

报告人:张守贵 教授 (重庆师范大学)

时间:2024年11月12日 15:30-

地点: 理科楼LA103


摘要:We propose a new alternating direction method of multiplier (ADMM) with an optimal parameter, for the unilateral obstacle problem. We first use the five-point difference scheme to discretize the problem. Then we present an augmented Lagrangian by introducing an auxiliary unknown, and an ADMM is applied to the corresponding saddle-point problem. By eliminating the primal and auxiliary unknowns, it follows that a pure dual algorithm. The convergence of proposed method is analyzed, and a simple strategy is given to select the optimal parameter, with the largest and smallest eigenvalues of the iterative matrix. Several numerical experiments confirm the theoretical findings.


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重庆大学数学与统计学院的前身是始建于1929年的重庆大学理学院和1937年建立的重庆大学商学院,理学院是重庆大学最早设立的三个学院之一,首任院长为数学家何鲁先生。