Applying the GSVD to the Analysis of the Augmented Lagrangian Method for Symmetric Saddle Point Problem | Chapter 06 | Novel Research Aspects in Mathematical and Computer Science Vol. 3

 When using the iterative technique, the solution of the SPP needs appropriate computation in the case of the direct method and proper approximations of the inverse of the block and of the Schur's complement in the case of the direct method. To enhance the numerical features of the (1,1) block, an Augmented Lagrangian approach was proposed 7. The condition numbers of the (1,1) block and the Schur's complement are considered in the Augmented Lagrangian Method for Symmetric Saddle Point Problem (SPP) analysis.

The Generalized Singular Value Decomposition is utilised in the theoretical analysis.


Author(S) Details

Felicja Okulicka-Dluzewska
Faculty of Math and Information Sc., Warsaw University of Technology,ul.Koszykowa 75, 00-662 Warsaw, Poland.

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