Inexact Barzilai-Borwein method for saddle point problems

DOI10.1002/NLA.516MaRDI QIDQ3392836zbMATH OpenOpenAlexFDO

Authors Yiqing Hu, Yuhong Dai

Publication date 17 August 2009

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.516

zbMATH Keywords

\(R\)-linear convergenceBarzilai-Borwein methoditerationnumerical experimentspositive definite linear systemssaddle point problemUzawa algorithm

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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• Feasible Barzilai-Borwein-like methods for extreme symmetric eigenvalue problems

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