Analysis of a quadratic programming decomposition algorithmReportar como inadecuado

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1 Department of Mathematics Gainesville 2 MICMAC - Methods and engineering of multiscale computing from atom to continuum Inria Paris-Rocquencourt, ENPC - École des Ponts ParisTech

Abstract : 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.

Autor: William Hager - Guy Bencteux - Eric Cancès - Claude Le Bris -



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