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This article is cited in 1 scientific paper (total in 1 paper)
An effective iterative method for saddle point problems
L. A. Krukier, T. S. Martynova Southern Federal University, Rostov-on-Don
Abstract:
An effective algorithm for solution of a large saddle-point problem is proposed. This method is the modification of the Hermitian–Skew-hermition iterations. Method is applied for the solution of the constrained optimization problems. Numerical experiments have confirmed the effectiveness of this technique.
Keywords:
saddle-point system, iterative methods, constrained optimization.
Received: 16.07.2013
Citation:
L. A. Krukier, T. S. Martynova, “An effective iterative method for saddle point problems”, Mat. Model., 26:12 (2014), 116–126; Math. Models Comput. Simul., 7:4 (2015), 331–338
Linking options:
https://www.mathnet.ru/eng/mm3558 https://www.mathnet.ru/eng/mm/v26/i12/p116
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