CAJ | 학술논문

对于大型稀疏鞍点问题，本文研究一类用于求解鞍点问题的Uzawa-AOR方法，我们得出了保证其收敛的迭代方法。实际上，与Uzawa为外迭代和AOR为内迭代的方法相比，新的方法可以被认为是一个不精确的迭代。最后数值算例结果表明，新的迭代方法可以减少每一步的迭代数并且具有更快的收敛速度。
대우대형희소안점문제，본문연구일류용우구해안점문제적Uzawa-AOR방법，아문득출료보증기수렴적질대방법。실제상，여Uzawa위외질대화AOR위내질대적방법상비，신적방법가이피인위시일개불정학적질대。최후수치산례결과표명，신적질대방법가이감소매일보적질대수병차구유경쾌적수렴속도。
For large sparse saddle point problems, in this paper, we consider a class of Uzawa-AOR method for solving the saddle point problems. We derive conditions for guaranteeing the con-vergence for the iterative method. Actually, the new method can be considered as an inexact iteration with the Uzawa as the outer iteration and the AOR as the inner iteration. Finally, numerical example shows that the resulting new method leads to less work-load per iteration step and fast convergence.