A Modified Nonlinear Inexact Uzawa Algorithm with a Variable Relaxation Parameter for the Stabilized Saddle Point Problem

  • Authors:
  • Junfeng Lu;Zhenyue Zhang

  • Affiliations:
  • ljfblue@hotmail.com;zyzhang@zju.edu.cn

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

This paper proposes a modified nonlinear inexact Uzawa (MNIU) algorithm for solving the stabilized saddle point problem, by introducing a variable overrelaxation parameter to speed up convergence. MNIU is an inner-outer iteration method with variable inner accuracy. We give a detailed error analysis for the convergence of MNIU, based upon a newly defined error norm which helps to handle variable inner accuracy for the Uzawa method. We also simply formulate the optimal overrelaxation parameter. Sufficient conditions are given for the convergence of MNIU. We show that MNIU converges in a relatively large range for the variable inner accuracy setting. For constant inner accuracy $\delta$, MNIU is convergent when $\delta