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:
15 issues per year
Published in:
International Journal of Computer Mathematics,
Volume
80,
Issue
1
January
2003
, pages 55
- 64
Subjects:
Analysis - Mathematics;
Bioinformatics;
Computer Mathematics;
Discrete Mathematics;
Mathematical Finance;
Mathematical Logic;
Mathematical Numerical Analysis;
Systems & Computer Architecture;
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 |
| view references (11) : view citations |

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