The current two main methods for computing the numerical are the level-set approach of Mengi and Overton and the cutting-plane method of Uhlig, but until now, no formal convergence rate results have been established for either. In practice, which is faster is also unclear, with Uhlig's method sometimes being much faster than Mengi and Overton's approach, and on other problems, much slower. In this paper, we clarify this issue and also propose three improved methods. We show that Mengi and Overton's method converges quadratically, as has been suspected, while we completely characterize the total cost of Uhlig's method for so-called disk matrices. Then, for arbitrary fields of values, we derive the exact Q-linear local convergence rate of Uhlig's cutting procedure. Together, this establishes that Uhlig's method is extremely expensive when the field of values is a disk centered at the origin, but that the local rate of convergence of his cutting procedure actually varies from linear to superlinear depending on the shape and location of the field of values, which we show can be encapsulated by a single parameter via introducing the notion of normalized curvature. These results fully explain why Uhlig's method can both be exceptionally fast and exceptionally slow. With this insight, we propose an improved level-set method and an improved cutting-plane method, both of which can be significantly faster than their earlier counterparts, while also establishing analogous convergence rate results for both. Moreover, in order to remain efficient for any field of values configuration, we introduce a third algorithm that leverages the concept of normalized curvature and combines both of our improved iterations.
翻译:目前计算数字的两种主要方法是Mengi和Overton的定级法和Uhlig的定级法,Overton的定级法是Oulig的定级法,但到目前为止,尚未为两者确定正式的趋同率结果。实际上,Uhlig的方法有时比Mengi和Overton的方法要快得多,而其他问题则要慢得多。在本文中,我们澄清了这个问题,并提出了三种改进的方法。我们发现,Mengi和Overton的方法与Uhlig的定级法相交替,正如人们所怀疑的那样,我们完全确定了Uhlig的所谓磁盘概念矩阵的总成本。然后,对于任意的数值领域,我们得出了精确的本地趋同率率,我们得出了准确的Q-线性地方趋同率率,同时我们通过引入了一种快速的弯曲式方法来彻底地解释这个方法的趋同率。这证明,Ulilililig的方法非常昂贵,但是,他的裁级程序的当地趋同率实际上从线到超直线到超直线性不等,这取决于数值的形状和位置的大小,我们所显示的是,我们所显示的是,我们所显示的精确的精确的精确的分级的分级的分级的分级的分级的分级的分级。