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矩阵不等式约束下矩阵方程最小二乘问题的增广Lagrangian方法 被引量:1
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作者 李姣芬 宋丹丹 +1 位作者 周学林 邢雨蒙 《数学物理学报(A辑)》 CSCD 北大核心 2017年第3期562-576,共15页
称X∈R^(m×n)为实(R,S)对称矩阵,若满足X=RXS,其中R∈R^(m×m)和S∈R^(n×n)为非平凡实对合矩阵,即R=R^(-1)≠±I_m,S=S^(-1)≠±I_n.该文将优化理论中求凸集上光滑函数最小值的增广Lagrangian方法应用于求解矩阵... 称X∈R^(m×n)为实(R,S)对称矩阵,若满足X=RXS,其中R∈R^(m×m)和S∈R^(n×n)为非平凡实对合矩阵,即R=R^(-1)≠±I_m,S=S^(-1)≠±I_n.该文将优化理论中求凸集上光滑函数最小值的增广Lagrangian方法应用于求解矩阵不等式约束下实(R,S)对称矩阵最小二乘问题,即给定正整数m,n,p,t,q和矩阵A_i∈R^(m×m),B_i∈R^(n×n)(i=1,2,…,q),C∈R^(m×m),E∈R^(p×m),F∈R^(n×t)和D∈R^(p×t),求实(R,S)对称矩阵X∈R^(m×m)且在满足相容矩阵不等式EXF≥D约束下极小化‖∑_(i=1)~qA_iXB_i-C‖,其中EXF≥D表示矩阵EXF-D非负,‖·‖为Frobenius范数.该文给出求解问题的矩阵形式增广Lagrangian方法的迭代格式,并用数值算例验证该方法是可行且高效的. 展开更多
关键词 矩阵不等式 最小二乘问题 实(R S)对称矩阵 增广Lagrangian方法.
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REGULARIZATION METHODS FOR THE NUMERICAL SOLUTION OF THE DIVERGENCE EQUATION △. u = f* 被引量:1
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作者 Alexandre Caboussat Roland Glowinski 《Journal of Computational Mathematics》 SCIE CSCD 2012年第4期354-380,共27页
The problem of finding a L^∞-bounded two-dimensional vector field whose divergence is given in L2 is discussed from the numerical viewpoint. A systematic way to find such a vector field is to introduce a non-smooth v... The problem of finding a L^∞-bounded two-dimensional vector field whose divergence is given in L2 is discussed from the numerical viewpoint. A systematic way to find such a vector field is to introduce a non-smooth variational problem involving a L^∞-norm. To solve this problem from calculus of variations, we use a method relying on a well- chosen augmented Lagrangian functional and on a mixed finite element approximation. An Uzawa algorithm allows to decouple the differential operators from the nonlinearities introduced by the L^∞-norm, and leads to the solution of a sequence of Stokes-like systems and of an infinite family of local nonlinear problems. A simpler method, based on a L2- regularization is also considered. Numerical experiments are performed, making use of appropriate numerical integration techniques when non-smooth data are considered; they allow to compare the merits of the two approaches discussed in this article and to show the ability of the related methods at capturing L^∞bounded solutions. 展开更多
关键词 Divergence equation Bounded solutions Regularization methods augmentedlagrangian Uzawa algorithm Nonlinear variational problems.
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