A new fast method to compute saddle-points in constrained optimization and applications
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Publication:427575
DOI10.1016/j.aml.2011.08.015zbMath1461.65115OpenAlexW2003749861MaRDI QIDQ427575
Pierre Fabrie, Philippe Angot, Jean Paul Caltagirone
Publication date: 14 June 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2011.08.015
constrained optimizationpenalty methodaugmented Lagrangiansaddle-point problemscorrection schemesplitting predictionvector penalty-projection methods
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Cites Work
- A fast vector penalty-projection method for incompressible non-homogeneous or multiphase Navier-Stokes problems
- On the penalty-projection method for the Navier-Stokes equations with the MAC mesh
- Dual techniques for constrained optimization
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- Lectures on numerical methods for non-linear variational problems
- Elements of the analysis for the study of certain models of turbulence of viscous incompressible fluids.
- A finite element penalty-projection method for incompressible flows
- A Spectacular Vector Penalty-Projection Method for Darcy and Navier-Stokes Problems
- Numerical solution of saddle point problems
- Finite Element Methods for Navier-Stokes Equations
- Updating the Inverse of a Matrix
- Numerical Optimization
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