Inexact Barzilai-Borwein method for saddle point problems
نویسندگان
چکیده
منابع مشابه
Inexact Barzilai-Borwein method for saddle point problems
This paper considers the inexact Barzilai-Borwein algorithm applied to saddle point problems. To this aim, we study the convergence properties of the inexact Barzilai-Borwein algorithm for symmetric positive definite linear systems. Suppose that gk and g̃k are the exact residual and its approximation of the linear system at the k-th iteration, respectively. We prove the R-linear convergence of t...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2007
ISSN: 1070-5325,1099-1506
DOI: 10.1002/nla.516