Efficient iteration method for saddle point problems

Autor:	L. A. Krukier, T. S. Martynova
Rok vydání:	2015
Předmět:	Computational Mathematics Class (set theory) Algebraic equation Mathematical optimization Constrained optimization problem Iterative method Modeling and Simulation Saddle point Constrained optimization Applied mathematics Hermitian matrix Mathematics
Zdroj:	Mathematical Models and Computer Simulations. 7:331-338
ISSN:	2070-0490 2070-0482
Popis:	An algorithm that is a modification of Hermitian and skew-Hermitian splitting is considered to be used to solve a large system of linear algebraic equations with a saddle point. The method is applied to solve constrained optimization problems. The numerical experiments show the high efficiency of the method when it is used to solve problems of the given class.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f19715eb81ec5f6af4ea21714de80a11 https://doi.org/10.1134/s2070048215040055 Zobrazit plný text záznamu Full text from SpringerLink