Preconditioned Uzawa-type methods for finite-dimensional constrained saddle point problems

Alexander V. Lapin · Lobachevskii Journal of Mathematics · 2010

A new approach for the constructing and investigating the algorithms to solve a class of finite dimensional constrained saddle point problems is suggested. General convergence theorem for the preconditioned Uzawa-type iterative method is proved and applied to the finite element approximations of variational inequalities and optimal control problems.

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