Abstract
This paper investigates inexact Uzawa methods for nonlinear saddle point problems. We prove that the inexact Uzawa method converges globally and superlinearly even if the derivative of the nonlinear mapping does not exist. We show that the Newton-type decomposition method for saddle point problems is a special case of a Newton-Uzawa method. We discuss applications of inexact Uzawa methods to separable convex programming problems and coupling of finite elements/boundary elements for nonlinear interface problems.
Original language | English |
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Pages (from-to) | 1130-1148 |
Number of pages | 19 |
Journal | SIAM Journal on Numerical Analysis |
Volume | 35 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Jan 1998 |
Externally published | Yes |
Keywords
- Convergence
- Inexact
- Inner/outer
- Newton
- Nonsmooth
- Saddle point
- Uzawa
ASJC Scopus subject areas
- Numerical Analysis