Convergence of a Class of Stationary Iterative Methods for Saddle Point Problems
| dc.citation.firstpage | 195 | |
| dc.citation.journalTitle | Journal of the Operations Research Society of China | |
| dc.citation.lastpage | 204 | |
| dc.citation.volumeNumber | 7 | |
| dc.contributor.author | Zhang, Yin | |
| dc.date.accessioned | 2020-02-14T16:39:43Z | |
| dc.date.available | 2020-02-14T16:39:43Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | A unified convergence theory is derived for a class of stationary iterative methods for solving linear equality constrained quadratic programs or saddle point problems. This class is constructed from essentially all possible splittings of the submatrix residing in the (1,1)-block of the augmented saddle point matrix that would produce non-expansive iterations. The classic augmented Lagrangian method and alternating direction method of multipliers are two special members of this class. | |
| dc.identifier.citation | Zhang, Yin. "Convergence of a Class of Stationary Iterative Methods for Saddle Point Problems." <i>Journal of the Operations Research Society of China,</i> 7, (2019) Springer: 195-204. https://doi.org/10.1007/s40305-019-00249-w. | |
| dc.identifier.digital | Zhang2019 | |
| dc.identifier.doi | https://doi.org/10.1007/s40305-019-00249-w | |
| dc.identifier.uri | https://hdl.handle.net/1911/108043 | |
| dc.language.iso | eng | |
| dc.publisher | Springer | |
| dc.rights | This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons License, and indicate if changes were made. | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/), | |
| dc.title | Convergence of a Class of Stationary Iterative Methods for Saddle Point Problems | |
| dc.type | Journal article | |
| dc.type.dcmi | Text | |
| dc.type.publication | publisher version |
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