Some Preconditioning Techniques for Saddle Point Problems

Saddle point problems arise frequently in many applications in science and engineering, including constrained optimization, mixed finite element formulations of partial differential equations, circuit analysis, and so forth. Indeed the formulation of most problems with constraints gives rise to sadd...

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Main Authors: Benzi, M, Wathen, A
Format: Report
Published: Unspecified 2006
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author Benzi, M
Wathen, A
author_facet Benzi, M
Wathen, A
author_sort Benzi, M
collection OXFORD
description Saddle point problems arise frequently in many applications in science and engineering, including constrained optimization, mixed finite element formulations of partial differential equations, circuit analysis, and so forth. Indeed the formulation of most problems with constraints gives rise to saddle point systems. This paper provides a concise overview of iterative approaches for the solution of such systems which are of particular importance in the context of large scale computation. In particular we describe some of the most useful preconditioning techniques for Krylov subspace solvers applied to saddle point problems, including block and constrained preconditioners. The work of Michele Benzi was supported in part by the National Science Foundation grant DMS-0511336.
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spelling oxford-uuid:122c152f-38c9-40b2-b4d4-97f35998c47d2022-03-26T10:06:22ZSome Preconditioning Techniques for Saddle Point ProblemsReporthttp://purl.org/coar/resource_type/c_93fcuuid:122c152f-38c9-40b2-b4d4-97f35998c47dMathematical Institute - ePrintsUnspecified2006Benzi, MWathen, ASaddle point problems arise frequently in many applications in science and engineering, including constrained optimization, mixed finite element formulations of partial differential equations, circuit analysis, and so forth. Indeed the formulation of most problems with constraints gives rise to saddle point systems. This paper provides a concise overview of iterative approaches for the solution of such systems which are of particular importance in the context of large scale computation. In particular we describe some of the most useful preconditioning techniques for Krylov subspace solvers applied to saddle point problems, including block and constrained preconditioners. The work of Michele Benzi was supported in part by the National Science Foundation grant DMS-0511336.
spellingShingle Benzi, M
Wathen, A
Some Preconditioning Techniques for Saddle Point Problems
title Some Preconditioning Techniques for Saddle Point Problems
title_full Some Preconditioning Techniques for Saddle Point Problems
title_fullStr Some Preconditioning Techniques for Saddle Point Problems
title_full_unstemmed Some Preconditioning Techniques for Saddle Point Problems
title_short Some Preconditioning Techniques for Saddle Point Problems
title_sort some preconditioning techniques for saddle point problems
work_keys_str_mv AT benzim somepreconditioningtechniquesforsaddlepointproblems
AT wathena somepreconditioningtechniquesforsaddlepointproblems