数学物理学报 ›› 2011, Vol. 31 ›› Issue (1): 250-262.

• 论文 • 上一篇    下一篇

非对称鞍点问题的修正非线性Uzawa算法

李建磊|黄廷祝|李良   

  1. 电子科技大学 数学科学学院 成都 611731
  • 收稿日期:2008-10-08 修回日期:2009-11-05 出版日期:2011-02-25 发布日期:2011-02-25
  • 基金资助:

    国家自然科学基金(10926190, 60973015)和国防重点实验室基金(9140C6902030906)资助

A Modified Nonlinear Uzawa Algorithm for Solving Saddle Point Problem

 LI Jian-Lei, HUANG Ting-Zhu, LI Liang   

  1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu 611731
  • Received:2008-10-08 Revised:2009-11-05 Online:2011-02-25 Published:2011-02-25
  • Supported by:

    国家自然科学基金(10926190, 60973015)和国防重点实验室基金(9140C6902030906)资助

摘要:

该文基于Cao等[3]的算法, 提出了修正的非线性Uzawa算法来求解大型稀疏非对称鞍点问题, 并对所提算法进行了收敛性分析. 同时, 数值实验验证了所提算法的有效性.

关键词: 收敛性, Schur补, 非线性Uzawa算法, 非对称鞍点问题

Abstract:

In this paper, the authors consider the solution of linear systems of large nonsymmetric saddle point problems by modifying the algorithm in [3]. The convergence of the modified algorithm is analyzed, and at the same time, numerical experiments are presented to illustrate the effectiveness of the modified algorithm.

Key words: Convergence, Schur complement, Nonlinear Uzawa algorithm, Nonsymmetric saddle point problem

中图分类号: 

  • 65F10