A version of the commutative alternating direction method

O. S. Omelayeva

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: In this paper, we consider a version of the iterative adaptive commutative alternating direction method. For the optimization of the method we need not require a priori spectrum information. The convergence rate estimate is kept the same as in the case with a priori information.

Key words: optimization, two-level iterative methods.

UDC: 519.3

Received: 06.06.2003
Revised: 23.12.2003

Bibliographic databases:

•