Optimization of one class of nonsymmetrizable algorithms for saddle point problems

被引：0

作者：

Bychenkov, YV ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Moscow 119922, Russia

来源：

RUSSIAN JOURNAL OF NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING | 2002年 / 17卷 / 06期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

To solve the nondegenerate system of linear special-type equations we consider a three-parameter algorithm which is a generalization of the known Arrow-Hurwicz algorithm. For the proposed algorithm we solve an asymptotic optimization problem in two different statements. We obtain analytic formulae for asymptotically optimal parameters and the convergence factor. The results obtained are of an unimprovable character for the studied class of algorithms.

引用

页码：521 / 546

页数：26

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