Variants of the Uzawa method for three-order block saddle point problem
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摘要
In this paper, we first propose three kinds of variants of the Uzawa method for solving three-order block saddle point problem and study the convergence conditions of the proposed methods. Second, we obtain the approximate optimal relaxation factors of the three proposed Uzawa type methods by using variable control method. Finally, the experimental results show that our proposed Uzawa type methods for solving three-order block saddle point problem have less workload per iteration step than the corresponding Uzawa type methods for solving standard saddle point problem, which explains that our proposed methods are feasible and efficient.
论文关键词:Three-order block saddle point problem,Uzawa method,SOR method,AOR method,SAOR method,Variable control method
论文评审过程:Received 21 December 2015, Revised 25 October 2016, Accepted 23 January 2017, Available online 23 February 2017, Version of Record 23 February 2017.
论文官网地址:https://doi.org/10.1016/j.amc.2017.01.051