On generalized successive overrelaxation methods for augmented linear systems (Q2574953)
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| Language | Label | Description | Also known as |
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| English | On generalized successive overrelaxation methods for augmented linear systems |
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On generalized successive overrelaxation methods for augmented linear systems (English)
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5 December 2005
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The authors present a generalized successive overrelaxation iterative algorithm for the augmented linear system corresponding to the Kuhn-Tucker conditions for quadratic programming or saddle point problems. They prove convergence and make a complete theoretical analysis for the optimal iteration parameters.
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generalized SOR algorithm
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augmented linear system
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convergence
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optimal iteration parameters
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successive overrelaxation
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saddle point problems
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