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Subgradient Methods for Saddle-Point Problems

✍ Scribed by A. Nedić; A. Ozdaglar


Publisher
Springer
Year
2009
Tongue
English
Weight
492 KB
Volume
142
Category
Article
ISSN
0022-3239

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On preconditioned Uzawa methods and SOR
✍ Xiaojun Chen 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 776 KB

This paper studies convergence analysis of a preconditioned inexact Uzawa method for nondifferentiable saddle-point problems. The SOR-Newton method and the SOR-BFGS method are special cases of this method. We relax the Bramble-Pasciak-Vassilev condition on preconditioners for convergence of the inex