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An Uzawa-DOS method for solving saddle-point problems

  • Ghodrat Ebadi,
  • Khosro Mehrabi,
  • Predrag S. Stanimirović

摘要

Based on the diagonal and off-diagonal splitting (DOS) iteration scheme (Dehghan et al. Filomat 31(5), 1441–1452 2017), we offer an iteration procedure called Uzawa-DOS to solve a class of saddle-point problems (SPPs). Each iteration of this iterative method involves two subsystems with diagonal and lower triangular matrices. Due to the simple structure of involved coefficient matrices, two linear subsystems are solvable exactly, which is a notable precedence of the Uzawa-DOS method and can make it inexpensive to execute. Theoretical analysis verifies convergence of the proposed method under appropriate conditions. The suggested method is validated by numerical experiments.