On preconditioned Uzawa methods and SOR methods for saddle-point problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:100

Article

Chen, XJ

关键词: saddle-point problem;    nonsmooth equation;    Uzawa method;    precondition;    SOR method;   

DOI  :  10.1016/S0377-0427(98)00197-6

来源: Elsevier

【 摘 要 】

This paper studies convergence analysis of a preconditioned inexact Uzawa method for nondifferentiable 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 relaxation parameters in the SOR-Newton method and the SOR-BFGS method. Furthermore, we study global convergence of the multistep inexact Uzawa method for nondifferentiable saddle-point problems. (C) 1998 Elsevier Science B.V. All rights reserved.

【 授权许可】

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