Nonsmooth Newton Methods for Set-Valued Saddle Point Problems
نویسندگان
چکیده
منابع مشابه
Nonsmooth Newton Methods for Set-Valued Saddle Point Problems
We present a new class of iterative schemes for large scale set– valued saddle point problems as arising, e.g., from optimization problems in the presence of linear and inequality constraints. Our algorithms can be either regarded as nonsmooth Newton–type methods for the nonlinear Schur complement or as Uzawa–type iterations with active set preconditioners. Numerical experiments with a control ...
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2009
ISSN: 0036-1429,1095-7170
DOI: 10.1137/060671012