Convergence of a class of stationary iterative methods for saddle point problems

DOI10.1007/s40305-019-00249-wzbMath1438.49052OpenAlexW2946410031MaRDI QIDQ2314058

Yin Zhang

Publication date: 19 July 2019

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-019-00249-w

zbMATH Keywords

spectral radiusmatrix splittingsaddle point problemquadratic program\(Q\)-linear convergencestationary iterations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (1)

Local linear convergence of an ADMM-type splitting framework for equality constrained optimization

Cites Work

• A class of Uzawa-SOR methods for saddle point problems
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• Multiplier and gradient methods
• Analysis of iterative methods for saddle point problems: a unified approach
• Numerical solution of saddle point problems
• Unnamed Item
• Unnamed Item

This page was built for publication: Convergence of a class of stationary iterative methods for saddle point problems