Paper Info
Title
The preconditioned iterative methods with variable parameters for saddle point problem.
Abstract
In this paper, by transforming the original problem equivalently, we propose a new preconditioned iterative method for solving saddle point problem. We call the new method as PTU (preconditioned transformative Uzawa) method. And we study the convergence of the PTU method under suitable restrictions on the iteration parameters. Moreover, we show the choices of the optimal parameters and the spectrum of the preconditioned matrix deriving from the PTU method. Based on the PTU iterative method, we propose another iterative method – nonlinear inexact PTU method – for solving saddle point problem. We also prove its convergence and study the choices of the optimal parameters. In addition, we present some numerical results to illustrate the behavior of the considered algorithms.
Year
DOI
Venue
2018
10.1016/j.amc.2018.03.118
Applied Mathematics and Computation
Keywords
Field
DocType
Saddle point problem,Preconditioned iterative method,Variable parameters,Optimal parameter,Convergence
Convergence (routing),Mathematical optimization,Saddle point,Nonlinear system,Iterative method,Matrix (mathematics),Mathematics
Journal
Volume
ISSN
Citations 
334
0096-3003
0
PageRank 
References 
Authors
0.34
16
2
Name
Order
Citations
PageRank
Na Huang1243.53
Chang-Feng Ma262.90