The alternating-direction iterative method for saddle point problems

被引：9
作者：
Peng, Xiao-Fei [2 ,3 ]
Li, Wen [1 ]
机构：
[1] S China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China
[2] Cent S Univ, Sch Math, Changsha 410083, Peoples R China
[3] S China Normal Univ, Nanhai Coll, Foshan 528225, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2010年 / 216卷 / 06期
基金：
中国国家自然科学基金;
关键词：
Saddle point problem; Matrix splitting; The alternating-direction iterative method; The optimal parameter; Convergence; HERMITIAN SPLITTING METHODS; DEFINITE LINEAR-SYSTEMS; NUMERICAL-SOLUTION; INEXACT;
D O I：
10.1016/j.amc.2009.12.020
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In the paper, a new alternating-direction iterative method is proposed based on matrix splittings for solving saddle point problems. The convergence analysis for the new method is given. When the better values of parameters are employed, the proposed method has faster convergence rate and less time cost than the Uzawa algorithm with the optimal parameter and the Hermitian and skew-Hermitian splitting iterative method. Numerical examples further show the effectiveness of the method. (C) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码：1845 / 1858
页数：14
相关论文
共 50 条
  • [1] An alternating LHSS preconditioner for saddle point problems
    Liu Qingbing
    COMPUTATIONAL & APPLIED MATHEMATICS, 2012, 31 (02): : 339 - 352
  • [2] An alternating preconditioner for saddle point problems
    Peng, Xiao-Fei
    Li, Wen
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 234 (12) : 3411 - 3423
  • [3] The MGAOR-Iterative Method for Saddle Point Problems
    Li, Jicheng
    Gao, Yong
    Mei, Ziya
    PROCEEDINGS OF THE SEVENTH INTERNATIONAL CONFERENCE OF MATRICES AND OPERATORS (MAO 2012), 2012, : 92 - 95
  • [4] PRECONDITIONED HSS-LIKE ITERATIVE METHOD FOR SADDLE POINT PROBLEMS
    Liu, Qingbing
    Chen, Guoliang
    Song, Caiqin
    JOURNAL OF COMPUTATIONAL MATHEMATICS, 2014, 32 (04) : 442 - 455
  • [5] On generalized stationary iterative method for solving the saddle point problems
    Miao S.-X.
    Wang K.
    Journal of Applied Mathematics and Computing, 2011, 35 (1-2) : 459 - 468
  • [6] Preconditioned AHSS-PU alternating splitting iterative methods for saddle point problems
    Zheng, Qing-Qing
    Ma, Chang-Feng
    APPLIED MATHEMATICS AND COMPUTATION, 2016, 273 : 217 - 225
  • [7] Convergence of Splitting Iterative Method for Saddle Point Problems
    Ren, Jun-Fei
    Gao, Yue-Qin
    Wen, Rui-Ping
    PROCEEDINGS OF THE SEVENTH INTERNATIONAL CONFERENCE OF MATRICES AND OPERATORS (MAO 2012), 2012, : 70 - 73
  • [8] The corrected Uzawa method for solving saddle point problems
    Ma, C. F.
    Zheng, Q. Q.
    NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2015, 22 (04) : 717 - 730
  • [9] Improved PPHSS iterative methods for solving nonsingular and singular saddle point problems
    Huang, Zheng-Ge
    Wang, Li-Gong
    Xu, Zhong
    Cui, Jing-Jing
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2016, 72 (01) : 92 - 109
  • [10] THE MODIFIED ASSOR-LIKE METHOD FOR SADDLE POINT PROBLEMS
    Li, Chengliang
    Ma, Changfeng
    JOURNAL OF APPLIED ANALYSIS AND COMPUTATION, 2021, 11 (04): : 1718 - 1730
12345