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arXiv · 2110.07172

Additive Schwarz Methods for Convex Optimization with Backtracking

Jongho Park
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Abstract

This paper presents a novel backtracking strategy for additive Schwarz methods for general convex optimization problems as an acceleration scheme. The proposed backtracking strategy is independent of local solvers, so that it can be applied to any algorithms that can be represented in an abstract framework of additive Schwarz methods. Allowing for adaptive increasing and decreasing of the step size along the iterations, the convergence rate of an algorithm is greatly improved. Improved convergence rate of the algorithm is proven rigorously. In addition, combining the proposed backtracking strategy with a momentum acceleration technique, we propose a further accelerated additive Schwarz method. Numerical results for various convex optimization problems that support our theory are presented.

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Jongho Park. 2021-10-14. Additive Schwarz Methods for Convex Optimization with Backtracking. https://doi.org/10.1016/j.camwa.2022.03.033

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