On preconditioned Uzawa methods and SOR methods for saddle-point problems
نویسندگان
چکیده
منابع مشابه
On preconditioned Uzawa methods and SOR methods for saddle-point problems
This paper studies convergence analysis of a preconditioned inexact Uzawa method for nondi erentiable saddle-point problems. The SOR-Newton method and the SOR-BFGS method are special cases of this method. We relax the Bramble– Pasciak–Vassilev condition on preconditioners for convergence of the inexact Uzawa method for linear saddle-point problems. The relaxed condition is used to determine the...
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This paper investigates inexact Uzawa methods for nonlinear saddle point problems. We prove that the inexact Uzawa method converges globally and superlinearly even if the derivative of the nonlinear mapping does not exist. We show that the Newton-type decomposition method for saddle point problems is a special case of a Newton-Uzawa method. We discuss applications of inexact Uzawa methods to se...
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In this paper, we propose a fast one-parameter variant of preconditioned Uzawa (OVPU) method with a scaled preconditioner for solving the saddle point problems, and then we present its convergence region and a formula for finding its optimal parameter. Also performance of the proposed OVPU method with a scaled preconditioner is compared with the existing one or two parameter iterative methods w...
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Several Schur complement-based preconditioners have been proposed for solving (generalized) saddlepoint problems. We consider probing-based methods for approximating those Schur complements in the preconditioners of the type proposed by [Murphy, Golub and Wathen ’00], [de Sturler and Liesen ’03] and [Siefert and de Sturler ’04]. This approach can be applied in similar preconditioners as well. W...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1998
ISSN: 0377-0427
DOI: 10.1016/s0377-0427(98)00197-6