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Volume 12, Issue 2
Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems

Fang Chen, Bi-Cong Ren & Galina V. Muratova

East Asian J. Appl. Math., 12 (2022), pp. 470-486.

Published online: 2022-02

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  • Abstract

For the standard saddle-point problem, we discuss and analyze the backward and forward modified successive overrelaxation (SOR) iteration methods in detail. Theoretical analysis shows that when the parameters are selected appropriately, the backward and forward modified SOR iteration methods converge to the unique solution of the standard saddle-point problem. Finally, numerical examples show the effectiveness of our iteration methods.

  • AMS Subject Headings

65F08, 65F10, CR:G1.3

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COPYRIGHT: © Global Science Press

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@Article{EAJAM-12-470, author = {Chen , FangRen , Bi-Cong and Muratova , Galina V.}, title = {Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems}, journal = {East Asian Journal on Applied Mathematics}, year = {2022}, volume = {12}, number = {2}, pages = {470--486}, abstract = {

For the standard saddle-point problem, we discuss and analyze the backward and forward modified successive overrelaxation (SOR) iteration methods in detail. Theoretical analysis shows that when the parameters are selected appropriately, the backward and forward modified SOR iteration methods converge to the unique solution of the standard saddle-point problem. Finally, numerical examples show the effectiveness of our iteration methods.

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.200821.250122}, url = {http://global-sci.org/intro/article_detail/eajam/20265.html} }
TY - JOUR T1 - Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems AU - Chen , Fang AU - Ren , Bi-Cong AU - Muratova , Galina V. JO - East Asian Journal on Applied Mathematics VL - 2 SP - 470 EP - 486 PY - 2022 DA - 2022/02 SN - 12 DO - http://doi.org/10.4208/eajam.200821.250122 UR - https://global-sci.org/intro/article_detail/eajam/20265.html KW - Standard saddle-point problem, iteration method, convergence. AB -

For the standard saddle-point problem, we discuss and analyze the backward and forward modified successive overrelaxation (SOR) iteration methods in detail. Theoretical analysis shows that when the parameters are selected appropriately, the backward and forward modified SOR iteration methods converge to the unique solution of the standard saddle-point problem. Finally, numerical examples show the effectiveness of our iteration methods.

Fang Chen, Bi-Cong Ren & Galina V. Muratova. (2022). Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems. East Asian Journal on Applied Mathematics. 12 (2). 470-486. doi:10.4208/eajam.200821.250122
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