中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Nonlinear inexact Uzawa algorithms for linear and nonlinear saddle-point problems

文献类型:期刊论文

作者Hu, QY; Zou, J
刊名SIAM JOURNAL ON OPTIMIZATION
出版日期2006
卷号16期号:3页码:798-825
关键词linear and nonlinear saddle-point problems inexact Uzawa algorithm preconditioning
ISSN号1052-6234
DOI10.1137/S1052623403428683
英文摘要This paper proposes some nonlinear Uzawa methods for solving linear and nonlinear saddle-point problems. A nonlinear inexact Uzawa algorithm is first introduced for linear saddle-point problems. Two different PCG techniques are allowed in the inner and outer iterations of the algorithm. This algorithm is then extended for a class of nonlinear saddle-point problems arising from some convex optimization problems with linear constraints. For this extension, some PCG method used in the inner iteration needs to be carefully constructed so that it converges in a certain energy norm instead of the usual l(2)-norm. It is shown that the new algorithm converges under some practical conditions and there is no need for any a priori estimates on the minimal and maximal eigenvalues of the two local preconditioned systems involved. The two new methods perform more efficiently than the existing methods in the cases where no good preconditioners are available for the Schur complements.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000235128800008
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/2650]  
专题计算数学与科学工程计算研究所
通讯作者Hu, QY
作者单位1.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China
2.Chinese Univ Hong Kong, Dept Math, Shatin, Hong Kong, Peoples R China
推荐引用方式
GB/T 7714
Hu, QY,Zou, J. Nonlinear inexact Uzawa algorithms for linear and nonlinear saddle-point problems[J]. SIAM JOURNAL ON OPTIMIZATION,2006,16(3):798-825.
APA Hu, QY,&Zou, J.(2006).Nonlinear inexact Uzawa algorithms for linear and nonlinear saddle-point problems.SIAM JOURNAL ON OPTIMIZATION,16(3),798-825.
MLA Hu, QY,et al."Nonlinear inexact Uzawa algorithms for linear and nonlinear saddle-point problems".SIAM JOURNAL ON OPTIMIZATION 16.3(2006):798-825.

入库方式: OAI收割

来源:数学与系统科学研究院

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