Accelerating the Uzawa Algorithm
نویسندگان
چکیده
منابع مشابه
Accelerating the Uzawa Algorithm
The Uzawa algorithm is an iterative method for the solution of saddle-point problems, which arise in many applications, including fluid dynamics. Viewing the Uzawa algorithm as a fixedpoint iteration, we explore the use of Anderson acceleration (also knownas Anderson mixing) to improve the convergence. We compare the performance of the preconditioned Uzawa algorithm with and without acceleratio...
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15 صفحه اولAccelerating the DC algorithm for smooth functions
We introduce two new algorithms to minimise smooth difference of convex (DC) functions that accelerate the convergence of the classical DC algorithm (DCA). We prove that the point computed by DCA can be used to define a descent direction for the objective function evaluated at this point. Our algorithms are based on a combination of DCA together with a line search step that uses this descent di...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2017
ISSN: 1064-8275,1095-7197
DOI: 10.1137/16m1076770