A modified SSOR iterative method for augmented systems
β Scribed by Shi-Liang Wu; Ting-Zhu Huang; Xi-Le Zhao
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 494 KB
- Volume
- 228
- Category
- Article
- ISSN
- 0377-0427
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β¦ Synopsis
Golub, Wu and Yuan [G
π SIMILAR VOLUMES
## Abstract A modified augmented Lagrange multiplier method for largeβscale nonlinear optimization problem is studied in this paper. The basic steps of the proposed algorithm comprise an outer iteration, in which the Lagrange multipliers and various penalty parameters are updated, and an inner iter
In this paper, we establish the generalized symmetric SOR method (GSSOR) for solving the large sparse augmented systems of linear equations, which is the extension of the SSOR iteration method. The convergence of the GSSOR method for augmented systems is studied. Numerical resume shows that this met