Applying the GSVD to the Analysis of the Augmented Lagrangian Method for Symmetric Saddle Point Problem
DOI:
https://doi.org/10.9734/bpi/nramcs/v3/2072AKeywords:
Saddle point problem, augmented Lagrangian algorithm, linear algebra, condition numberAbstract
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.
