Applying the GSVD to the Analysis of the Augmented Lagrangian Method for Symmetric Saddle Point Problem

Okulicka-Dluzewska, Felicja (2022) Applying the GSVD to the Analysis of the Augmented Lagrangian Method for Symmetric Saddle Point Problem. In: Novel Research Aspects in Mathematical and Computer Science Vol. 3. B P International, pp. 76-90. ISBN 978-93-5547-722-4

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Abstract

The solution of the SPP requires the proper calculation in the case of the direct method and proper approximations of the inverse of the block and of the Schur’s complement when the iterative method is used. An Augmented Lagrangian technique was propose [7] to improve the numerical properties of block. The analysis of the Augmented Lagrangian Method for Symmetric Saddle Point Problem (SPP) takes the condition numbers of the block and the Schur’s complement under consideration.

For the theoretical analysis the Generalized Singular Value Decomposition is used.
The solution of the SPP requires the proper calculation in the case of the direct method and proper approximations of the inverse of the block and of the Schur’s complement when the iterative method is used. An Augmented Lagrangian technique was propose [7] to improve the numerical properties of block. The analysis of the Augmented Lagrangian Method for Symmetric Saddle Point Problem (SPP) takes the condition numbers of the block and the Schur’s complement under consideration.
For the theoretical analysis the Generalized Singular Value Decomposition is used.

Item Type: Book Section
Subjects: Pustakas > Computer Science
Depositing User: Unnamed user with email support@pustakas.com
Date Deposited: 11 Oct 2023 05:42
Last Modified: 11 Oct 2023 05:42
URI: http://archive.pcbmb.org/id/eprint/1090

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