91直播

91直播：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.

邀请人: 王坤

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