Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems

Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems

Year:    2022

Author:    Fang Chen, Bi-Cong Ren, Galina V. Muratova

East Asian Journal on Applied Mathematics, Vol. 12 (2022), Iss. 2 : pp. 470–486

Abstract

For the standard saddle-point problem, we discuss and analyze the backward and forward modified successive overrelaxation (SOR) iteration methods in detail. Theoretical analysis shows that when the parameters are selected appropriately, the backward and forward modified SOR iteration methods converge to the unique solution of the standard saddle-point problem. Finally, numerical examples show the effectiveness of our iteration methods.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.200821.250122

East Asian Journal on Applied Mathematics, Vol. 12 (2022), Iss. 2 : pp. 470–486

Published online:    2022-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    Standard saddle-point problem iteration method convergence.

Author Details

Fang Chen

Bi-Cong Ren

Galina V. Muratova