On the Polyak momentum variants of the greedy deterministic single and multiple row-action methods

Fuente: arXiv
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Main Authors: Wu, Nian-Ci, Zuo, Qian, Wang, Yatian
Format: Preprint
Published: 2022
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author Wu, Nian-Ci
Zuo, Qian
Wang, Yatian
author_facet Wu, Nian-Ci
Zuo, Qian
Wang, Yatian
contents For solving a consistent system of linear equations, the classical row-action (also known as Kaczmarz) method is a simple while really effective iteration solver. Based on the greedy index selection strategy and Polyak's heavy-ball momentum acceleration technique, we propose two deterministic row-action methods and establish the corresponding convergence theory. We show that our algorithm can linearly converge to a least-squares solution with minimum Euclidean norm. Several numerical studies have been presented to corroborate our theoretical findings. Real-world applications, such as data fitting in computer-aided geometry design, are also presented for illustrative purposes.
format Preprint
id arxiv_https___arxiv_org_abs_2212_06358
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle On the Polyak momentum variants of the greedy deterministic single and multiple row-action methods
Wu, Nian-Ci
Zuo, Qian
Wang, Yatian
Numerical Analysis
For solving a consistent system of linear equations, the classical row-action (also known as Kaczmarz) method is a simple while really effective iteration solver. Based on the greedy index selection strategy and Polyak's heavy-ball momentum acceleration technique, we propose two deterministic row-action methods and establish the corresponding convergence theory. We show that our algorithm can linearly converge to a least-squares solution with minimum Euclidean norm. Several numerical studies have been presented to corroborate our theoretical findings. Real-world applications, such as data fitting in computer-aided geometry design, are also presented for illustrative purposes.
title On the Polyak momentum variants of the greedy deterministic single and multiple row-action methods
topic Numerical Analysis
url https://arxiv.org/abs/2212.06358