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Saddle-point problems and their iterative solution

Saddle-point problems and their iterative solution
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Dewey Class 518
Title Saddle-point problems and their iterative solution (M) / Miroslav Rozložník
Author Rozložník, Miroslav
Publication Cham, Switzerland : Birkhäuser , 2018
Physical Details xiv, 136 pages : ill. ; 24 cm.
Series Nečas Center Series
ISBN 9783030014308
Note Introductory remarks. Formulation of saddle-point problem -- Applications leading to saddle-point problems. Augmented systems in least squares problems. Saddle point problems from the discretization of partial differential equations with constraints. Kuhn-Karush-Tucker (KKT) systems in interior-point methods -- Properties of saddle point matrices. The inverse of a saddle-point matrix. Spectral properties of saddle-point matrices -- Solution approaches for saddle-point problems. Schur complement reduction. Null-space projection method -- Direct methods for symmetric indefinite systems. Direct solution of saddle-point problems -- AIterative solution of saddle-point problems. Stationary iteration methods. Krylov subspace methods. Preconditioned Krylov subspace methods -- Saddle-point preconditioners. Block diagonal and triangular preconditioners. Indefinite preconditioning -- Implementation and numerical behavior of saddle-point solvers -- Case study: Polluted undeground water flow modelling in porous media.
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0000000044474 519.6 ROZ
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