一种求解鞍点问题的广义对称超松弛迭代法

摘要

In this article, we study the iterative algorithms for saddle point problems(SPP).Based on the SSOR splitting, we present the popularizing symmetric successive overrelaxation iterative algorithms by using some new parameters. Under some suitable conditions, we give the convergence results. Numerical results show that the new methods can improve the convergence efficiency, extend and improve the SOR-Iike iterative methods.%本文研究了鞍点问题的迭代算法.利用新的待定参数加速迭代格式并结合SSOR分裂的方法,获得了有两个参数的广义对称超松弛迭代法及基收敛性条件.数值例子表明选择适当的参数值可以提高算法的收敛效率,推广和改进了SOR-like迭代法.