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Applied Numerical Mathematics 54 (2005) 122134 www.elsevier.com/locate/apnum
 

Summary: Applied Numerical Mathematics 54 (2005) 122134
www.elsevier.com/locate/apnum
On convergence rate of the augmented Lagrangian algorithm
for nonsymmetric saddle point problems
G.M. Awanou a,
, M.J. Lai b
a Institute for Mathematics and its Applications, University of Minnesota, USA
b Department of Mathematics, University of Georgia, Athens, GA 30605, USA
Available online 18 November 2004
Abstract
We are interested in solving the system
A LT
L 0
c

=
F
G
, (1)
by a variant of the augmented Lagrangian algorithm. This type of problem with nonsymmetric A typically arises in

  

Source: Awanou, Gerard - Department of Mathematical Sciences, Northern Illinois University

 

Collections: Mathematics