A new iterative method for large sparse saddle point problems

Abstract

In this short note, the convergence of a new iterative method for the Saddle Point Problem is presented.

Keywords:

• Saddle point problem
• iterative method
• spectral radius
• Uzawa's method
• Arrow-Hurwicz algorithm

AMS Subject Classifications:

• 65F10

C. R. Category::

• G.1.3

^∗This author's work was supported by Natural Science Foundation of China (Grant no. 19871011), and Natural Foundation of Liaoning Province of China (Grant no.962172).

^∗This author's work was supported by Natural Science Foundation of China (Grant no. 19871011), and Natural Foundation of Liaoning Province of China (Grant no.962172).

Notes

^∗This author's work was supported by Natural Science Foundation of China (Grant no. 19871011), and Natural Foundation of Liaoning Province of China (Grant no.962172).