Optimal multigrid preconditioned semi-monotonic augmented Lagrangians applied to the Stokes problem
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F07%3A00014982" target="_blank" >RIV/61989100:27240/07:00014982 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1002/nla.552" target="_blank" >http://dx.doi.org/10.1002/nla.552</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1002/nla.552" target="_blank" >10.1002/nla.552</a>
Alternative languages
Result language
angličtina
Original language name
Optimal multigrid preconditioned semi-monotonic augmented Lagrangians applied to the Stokes problem
Original language description
We propose an optimal computational complexity algorithm for the solution of quadratic programming problems with equality constraints arising from partial differential equations. The algorithm combines a variant of the semi--monotonic augmented Lagrangian (SMALE) method with adaptive precision control and a multigrid preconditioning. Namely, we build multigrid preconditioners for the Hessian of the quadratics and for the inner product on the space of Lagrange variables. In our approach there is no needfor preconditioning of the constraints. The optimality of the algorithm is theoretically proven and confirmed by numerical experiments for the 2--dimensional Stokes problem.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2007
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Numerical Linear Algebra with Applications
ISSN
1070-5325
e-ISSN
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Volume of the periodical
14
Issue of the periodical within the volume
9
Country of publishing house
GB - UNITED KINGDOM
Number of pages
10
Pages from-to
741-750
UT code for WoS article
000250976900004
EID of the result in the Scopus database
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