Uzawa-type Iterative Solution Methods for Constrained Saddle Point Problems

Abstract

For finite-dimensional saddle point problem with a nonlinear monotone operator and constraints on direct variables, iterative methods are developed, which in the potential case can be viewed as preconditioned Uzawa methods or as Uzawa-block relaxation methods. Convergence conditions of the iterative methods are formulated in the form of operator inequalities connecting the operator of the problem and the preconditioning matrix. When applied to mesh problems, this allows us to construct suitable preconditioners that ensure the convergence and effective implementation of iterative methods and to obtain the admissible intervals of iterative parameters which don’t depend on mesh parameters. The presented results are based on the general theory developed by the author with co-authors in recent years.