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

DOI10.4208/JCM.1401-CR7zbMath1313.65156MaRDI QIDQ5499137

Tatiana S. Martynova

Publication date: 11 February 2015

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmnumerical resultsconstrained optimizationpreconditioningKrylov subspace methodgeneralized minimal residual (GMRES) methodspares matricesskew-Hermitian splittingsaddle-point linear system

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

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An Augmented Lagrangian Uzawa Iterative Method for Solving Double Saddle-Point Systems with Semidefinite (2,2) Block and its Application to DLM/FD Method for Elliptic Interface Problems

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