We propose a nonlinear additive Schwarz method for solving nonlinear optimization problems with bound constraints. Our method is used as a "right-preconditioner" for solving the first-order optimality system arising within the sequential quadratic programming (SQP) framework using Newton's method. The algorithmic scalability of this preconditioner is enhanced by incorporating a solution-dependent coarse space, which takes into account the restricted constraints from the fine level. By means of numerical examples, we demonstrate that the proposed preconditioned Newton methods outperform standard active-set methods considered in the literature.
翻译:我们建议采用非线性添加添加法Schwarz解决受约束的非线性优化问题,我们的方法是作为一种“右预设条件”,用来用牛顿的方法解决在连续的二次编程(SQP)框架内产生的第一阶最佳化系统。这一先决条件的算法可扩展性通过纳入一个依赖解决方案的粗缩空间而得到加强,该空间将考虑到从精细水平的有限限制。通过数字实例,我们证明所提议的牛顿方法优于文献中考虑的标准主动设定方法。