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GENERALIZED AUGMENTED LAGRANGIAN-SOR ITERATION METHOD FOR SADDLE-POINT SYSTEMS ARISING FROM DISTRIBUTED CONTROL PROBLEMS*
  • ISSN号:0254-9409
  • 期刊名称:《计算数学:英文版》
  • 时间:0
  • 分类:O241.6[理学—计算数学;理学—数学] TP273[自动化与计算机技术—控制科学与工程;自动化与计算机技术—检测技术与自动化装置]
  • 作者机构:[1]College of Mathematics, Putian University, Putian, 351100, China, [2]School of Mathematics and Statistics, Lanzhou University, Lanzhou, 730000, China
  • 相关基金:Acknowledgements. The authors are very much indebted to the referees for providing very valuable suggestions and comments, which greatly improved the original manuscript of this paper. This work was supported by the National Natural Science Foundation of China (No. 11271174 and No. 11511130015) and the Scientific Research Project of Putian University (No. 2015061).
中文摘要:

在这份报纸,一个概括扩充 Lagrangian 连续的在松驰上(GAL-SOR ) 重复方法为解决从分布式的控制问题产生的僵绳点系统被介绍。GAL-SOR 方法的集中性质详细被学习。而且 0 < 1 并且 Q = 1/r 我,光谱为 preconditioned 矩阵的性质被分析。数字实验证明如果从分布式的控制问题的集体矩阵不对逆容易,规则化参数是很小的, GAL-SOR 重复方法能工作很好。 '

英文摘要:

In this paper, a generalized augmented Lagrangian-successive over-relaxation (GAL- SOR) iteration method is presented for solving saddle-point systems arising from distributed control problems. The convergence properties of the GAL-SOR method are studied in the spectral properties for the precondidetail. Moreover, when0 ≤ω≤ 1 and Q=1/γI , tioned matrix are analyzed. Numerical experiments show that if the mass matrix from the distributed control problems is not easy to inverse and the regularization parameter β is very small, the GAL-SOR iteration method can work well.

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期刊信息
  • 《计算数学:英文版》
  • 主管单位:
  • 主办单位:中国科学院数学与系统科学研究院
  • 主编:
  • 地址:北京2719信箱
  • 邮编:100080
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  • 国际标准刊号:ISSN:0254-9409
  • 国内统一刊号:ISSN:11-2126/O1
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  • 中国期刊方阵“双效”期刊
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  • 被引量:193