Generalized iterative methods for solving double saddle point problem
Authors
Abstract:
In this paper, we develop some stationary iterative schemes in block forms for solving double saddle point problem. To this end, we first generalize the Jacobi iterative method and study its convergence under certain condition. Moreover, using a relaxation parameter, the weighted version of the Jacobi method together with its convergence analysis are considered. Furthermore, we extend a method from the class of Gauss-Seidel iterative method and establish its convergence properties under a certain condition. In addition, the block successive overrelaxation (SOR) method is used to construct an iterative scheme to solve the mentioned double saddle point problem and its convergence properties are analyzed. In order to illustrate the efficiency of the proposed methods, we report some numerical experiments for a class of saddle point problems arising from the modeling of liquid crystal directors using finite elements.
similar resources
Probing Methods for Generalized Saddle-Point Problems
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...
full textConvergence Analysis for a Class of Iterative Methods for Solving Saddle Point Systems
Convergence analysis of a nested iterative scheme proposed by Bank,Welfert and Yserentant (BWY) ([Numer. Math., 666: 645-666, 1990]) for solving saddle point system is presented. It is shown that this scheme converges under weaker conditions: the contraction rate for solving the (1, 1) block matrix is bound by ( √ 5− 1)/2. Similar convergence result is also obtained for a class of inexact Uzawa...
full textGeneralized Problem-Solving Methods
Problem-Solving Methods (PSMs) describe the dynamic reasoning behaviour of a knowledge-based system independent from a certain domain and application. Evidently, the reuse of PSMs across different domains or applications is a challenging issue. The investigation presented in this paper was directed by the hypotheses that a library of PSMs should be essentially more than just a juxtaposition of ...
full textNatural Preconditioning and Iterative Methods for Saddle Point Systems
The solution of quadratic or locally quadratic extremum problems subject to linear(ized) constraints gives rise to linear systems in saddle point form. This is true whether in the continuous or discrete setting, so saddle point systems arising from the discretization of partial differential equation problems, such as those describing electromagnetic problems or incompressible flow, lead to equa...
full textAccelerating block-decomposition first-order methods for solving generalized saddle-point and Nash equilibrium problems
This article considers the generalized (two-player) Nash equilibrium (GNE) problem with a separable non-smooth part, which is known to include the generalized saddle-point (GSP) problem as a special case. Due to its two-block structure, this problem can be solved by any algorithm belonging to the block-decomposition hybrid proximal-extragradient framework proposed in [13]. The framework consist...
full textPreconditioners for Generalized Saddle-point Problems Preconditioners for Generalized Saddle-point Problems *
We examine block-diagonal preconditioners and efficient variants of indefinite preconditioners for block two-by-two generalized saddle-point problems. We consider the general, nonsymmetric, nonsingular case. In particular, the (1,2) block need not equal the transposed (2,1) block. Our preconditioners arise from computationally efficient splittings of the (1,1) block. We provide analyses for the...
full textMy Resources
Journal title
volume 5 issue 2
pages 0- 0
publication date 2020-02
By following a journal you will be notified via email when a new issue of this journal is published.
No Keywords
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023