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arxiv: 2211.14780 · v1 · pith:ZDTB5J4Enew · submitted 2022-11-27 · 🧮 math.OC · cs.NA· math.NA

Nonlinear Schwarz preconditioning for nonlinear optimization problems with bound constraints

classification 🧮 math.OC cs.NAmath.NA
keywords nonlinearconstraintsmethodboundmethodsnewtonoptimizationproblems
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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.

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