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AN INEXACT UZAWA-TYPE ITERATIVE METHOD FOR SOLVING SADDLE POINT PROBLEMS 

Authors: Xiao-Liang Cheng a; Jun Zou b
Affiliations:   a Department of Mathematics, Hangzhou University, Zhejiang 310028, China.
b Department of Mathematics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong, P.R. China.
DOI: 10.1080/00207160304658
Publication Frequency: 12 issues per year
Published in: journal International Journal of Computer Mathematics, Volume 80, Issue 1 January 2003 , pages 55 - 64
Number of References: 11
Formats available: PDF (English)
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Abstract

An inexact Uzawa-type iterative algorithm is proposed for solving saddle point problems arising from mixed finite element methods or Lagrange multiplier methods for some PDEs. The convergence rate is given in terms of the rates of the two basic iterations and it is shown that the algorithm always converges as long as the two basic iterations converge.
Keywords: Saddle Point Problems; Inexact Uzawa-type Iteration; Preconditioner
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