On preconditioned Uzawa methods and SOR methods for saddle-point problems

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Abstract

This paper studies convergence analysis of a preconditioned inexact Uzawa method for nondifferentiable saddle-point problems. The SOR-Newton method and the SOR-BFGS method are special cases of this method. We relax the Bramble-Pasciak-Vassilev condition on preconditioners for convergence of the inexact Uzawa method for linear saddle-point problems. The relaxed condition is used to determine the relaxation parameters in the SOR-Newton method and the SOR-BFGS method. Furthermore, we study global convergence of the multistep inexact Uzawa method for nondifferentiable saddle-point problems.
Original languageEnglish
Pages (from-to)207-224
Number of pages18
JournalJournal of Computational and Applied Mathematics
Volume100
Issue number2
DOIs
Publication statusPublished - 21 Dec 1998
Externally publishedYes

Keywords

  • Nonsmooth equation
  • Precondition
  • Saddle-point problem
  • SOR method
  • Uzawa method

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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