Uzawa-Low method and preconditioned Uzawa-Low method for three-order block saddle point problem

In this paper, Uzawa-Low method for three-order block saddle point problem is presented and the corresponding convergence conditions are established. Furthermore, by introducing a preconditioner, we propose centered preconditioned Uzawa-Low method (CPU-Low method) and obtain its convergence conditions as well. Experimental results show that the two proposed methods are more efficient than Uzawa-Low method for the original saddle point problem and the CPU-Low method is superior to the Uzawa-Low method for three-order block saddle point problem.

[1]  G. Golub,et al.  Inexact and preconditioned Uzawa algorithms for saddle point problems , 1994 .

[2]  M. Bergman,et al.  "Introduction to nMOS and cMOS VLSI Systems Design" by Amar Mukherjee, from: Prentice-Hall, Englewood Cliffs, NJ 07632, U.S.A , 1986, Integr..

[3]  Zeng-Qi Wang,et al.  On parameterized inexact Uzawa methods for generalized saddle point problems , 2008 .

[4]  M. T. Darvishi,et al.  Symmetric SOR method for augmented systems , 2006, Appl. Math. Comput..

[5]  Gene H. Golub,et al.  Numerical solution of saddle point problems , 2005, Acta Numerica.

[6]  Beresford N. Parlett,et al.  On generalized successive overrelaxation methods for augmented linear systems , 2005, Numerische Mathematik.

[7]  Arthur R. Bergen,et al.  Power Systems Analysis , 1986 .

[8]  Guo-Feng Zhang,et al.  On generalized symmetric SOR method for augmented systems , 2008 .

[9]  Gene H. Golub,et al.  Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems , 2004, Numerische Mathematik.

[10]  Gene H. Golub,et al.  SOR-like Methods for Augmented Systems , 2001 .

[11]  Yang Cao,et al.  On local Hermitian and skew-Hermitian splitting iteration methods for generalized saddle point problems , 2009, J. Comput. Appl. Math..

[12]  Jianjun Zhang,et al.  A class of Uzawa-SOR methods for saddle point problems , 2010, Appl. Math. Comput..

[13]  R. Glowinski Lectures on Numerical Methods for Non-Linear Variational Problems , 1981 .

[14]  Jae Heon Yun Variants of the Uzawa method for saddle point problem , 2013, Comput. Math. Appl..

[15]  Margaret H. Wright,et al.  Interior methods for constrained optimization , 1992, Acta Numerica.

[16]  Stephen J. Wright Primal-Dual Interior-Point Methods , 1997, Other Titles in Applied Mathematics.