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Zbl 1083.65034
Bai, Zhong-Zhi; Parlett, Beresford N.; Wang, Zeng-Qi
On generalized successive overrelaxation methods for augmented linear systems. (English)
[J] Numer. Math. 102, No. 1, 1-38 (2005). ISSN 0029-599X; ISSN 0945-3245/e

The authors present a generalized successive overrelaxation iterative algorithm for the augmented linear system corresponding to the Kuhn-Tucker conditions for quadratic programming or saddle point problems. They prove convergence and make a complete theoretical analysis for the optimal iteration parameters.
[Constantin Popa (Constanta)]
MSC 2000:
*65F10 Iterative methods for linear systems
65F50 Sparse matrices

Keywords: generalized SOR algorithm; augmented linear system; convergence; optimal iteration parameters; successive overrelaxation; saddle point problems

Cited in: Zbl 1249.65065 Zbl 1240.65106 Zbl 1173.65026

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