On Augmented Lagrangian Methods for Saddle-Point Linear Systems with Singular or Semidefinite (1, 1) Blocks (Q5499137)

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scientific article; zbMATH DE number 6401136
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On Augmented Lagrangian Methods for Saddle-Point Linear Systems with Singular or Semidefinite (1, 1) Blocks
scientific article; zbMATH DE number 6401136

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    On Augmented Lagrangian Methods for Saddle-Point Linear Systems with Singular or Semidefinite (1, 1) Blocks (English)
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    11 February 2015
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    skew-Hermitian splitting
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    saddle-point linear system
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    constrained optimization
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    Krylov subspace method
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    spares matrices
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    preconditioning
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    algorithm
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    numerical results
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    generalized minimal residual (GMRES) method
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