Gräser, C. and Kornhuber, R. (2009) Nonsmooth Newton methods for setvalued saddle point problems. SIAM Journal on Numerical Analysis, 47 (2). pp. 12511273. ISSN 00361429

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Official URL: http://dx.doi.org/10.1137/060671012
Abstract
We present a new class of iterative schemes for large scale setvalued saddle point problems as arising, e.g., from optimization problems in the presence of linear and inequality constraints. Our algorithms can be regarded either as nonsmooth Newtontype methods for the nonlinear Schur complement or as Uzawatype iterations with active set preconditioners. Numerical experiments with a control constrained optimal control problem and a discretized Cahn–Hilliard equation with obstacle potential illustrate the reliability and efficiency of the new approach.
Item Type:  Article 

Uncontrolled Keywords:  Setvalued saddle point problems, nonsmooth Newton methods, Uzawa algorithms, active set preconditioners 
Subjects:  Mathematical and Computer Sciences > Mathematics > Numerical Analysis 
Divisions:  Department of Mathematics and Computer Science > Institute of Mathematics 
ID Code:  1802 
Deposited By:  Ekaterina Engel 
Deposited On:  19 Feb 2016 08:43 
Last Modified:  03 Mar 2017 14:41 
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