A Self-Adaptive Alternating Direction Multiplier Method for Variational Inequality in 2 Domains
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摘要: 针对一类定义在两个区域的接触问题,提出了求其数值解的自适应交替方向乘子法. 由该两区域的变分问题,得到一个由不等式约束的极小值问题,通过引入接触边界上的辅助变量得到等价的鞍点问题. 采用交替方向乘子法求鞍点问题的数值解,每次迭代依次求解显式的辅助变量、一个线性问题及更新Lagrange乘子. 基于自适应法则及迭代函数自动选取罚参数,从而提出了自适应交替方向乘子法. 证明了算法的收敛性,算例的数值结果展示了所给算法的有效性.Abstract: A self-adaptive alternating direction multiplier method was proposed for a class of contact problems defined in 2 domains. A minimization problem constrained by inequalities was obtained for the variational problem in 2 domains, then the problem was equivalent to a saddle-point problem through introduction of an auxiliary unknown on the contact boundary. The alternating direction multiplier method was applied to the saddle point problem for the numerical solution, with each iteration successively determining the auxiliary variable explicitly, solving a linear problem and updating the Lagrange multiplier. The self-adaptive alternating direction multiplier method was proposed to select the penalty parameter automatically, by means of a self-adaptive rule and iterative functions. The results prove the convergence and demonstrate the effectiveness of the proposed method.
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表 1 3种算法的CPU运行时间
Table 1. CPU time for each method
ρ SSNM ADMM SADMM h=1/20 h=1/40 h=1/80 h=1/20 h=1/40 h=1/80 h=1/20 h=1/40 h=1/80 1 0.844 4 1.879 3 3.967 4 5.990 2 19.635 7 86.211 5 0.458 2 0.878 8 2.095 3 10 0.910 3 1.600 1 5.278 4 >24.688 9 >53.579 2 >121.349 8 0.452 4 0.899 6 2.032 1 102 0.936 4 1.838 3 5.435 9 >25.859 4 >54.146 4 >115.774 4 0.494 3 1.016 8 2.262 3 103 0.933 2 1.858 6 5.506 8 >25.991 1 >52.625 0 >117.524 3 0.545 8 1.076 1 2.500 6 104 0.898 4 1.729 7 5.546 1 >26.809 8 >53.330 9 >127.610 5 0.545 2 1.054 3 2.384 3 表 2 3种算法的迭代次数
Table 2. The numbers of iterations for each method
ρ SSNM ADMM SADMM h=1/20 h=1/40 h=1/80 h=1/20 h=1/40 h=1/80 h=1/20 h=1/40 h=1/80 1 56 70 71 477 783 1 460 44 47 58 10 70 61 94 - - - 45 49 59 102 72 67 97 - - - 50 53 63 103 72 68 97 - - - 54 58 71 104 72 68 97 - - - 55 57 69 -
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