Modified accelerated parameterized inexact Uzawa method for singular and nonsingular saddle point problems

Abstract

Recently, Bai and Wang (2008) [9] presented an efficient accelerated parameterized inexact Uzawa (APIU) method for solving both symmetric and nonsymmetric nonsingular saddle point problems. In this work, we propose a modified APIU (MAPIU) method for solving saddle point problems, which is an extension of the APIU iteration method and covers a series of existing iterative methods. The MAPIU method can be applied not only to the nonsingular case but also to the singular case. The convergence properties for the nonsingular saddle point problems and the semi-convergence properties for the singular one are carefully discussed under suitable restrictions. We prove that the MAPIU method has a wider convergence (or semi-convergence) region than the APIU method.