Modified Uzawa methods for saddle point problems

Chen Li, Xin-Hui Shao and Chang-jun Li

Applied Mathematics and Computation, 2017, vol. 315, issue C, 507-515

Abstract: In this paper, we propose two different modified Uzawa methods for solving the saddle point problems, and prove the convergence of the proposed methods. We solve a lower-upper triangular system per iteration in the proposed methods, instead of only solving a lower one. Numerical experiments show that our proposed methods with four parameters perform much faster than previous Uzawa methods with three parameters.

Keywords: Uzawa method; Modified Uzawa method; Saddle point problems; Convergence; Symmetric positive definite matrix (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:315:y:2017:i:c:p:507-515

DOI: 10.1016/j.amc.2017.07.028

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