Generalized Augmented Lagrangian-SOR Iteration Method for Saddle-Point Systems Arising from Distributed Control Problems
DOI10.4208/jcm.1511-m2015-0297zbMath1363.65110OpenAlexW2315413308MaRDI QIDQ2823749
Min-Li Zeng, Zhong Zheng, Guo-Feng Zhang
Publication date: 6 October 2016
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ab119861a709db2ebf180b899ccfb86485a0abe4
convergencenumerical experimentspreconditioningaugmented Lagrangian methodsuccessive over-relaxationsaddle-point matricesPDE-constraint optimization
Numerical optimization and variational techniques (65K10) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Preconditioners for iterative methods (65F08)