| ON AUGMENTED LAGRANGIAN METHODS FOR SADDLE-POINT LINEAR SYSTEMS WITH SINGULAR OR SEMIDEFINITE （1, 1） BLOCKS |
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| 作者姓名： | Tatiana S. Martynova |
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| 作者单位： | Computing Center, Southern Federal University, Rostov-on-Don, Russia |
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| 基金项目： | The author would like to thank Z.-Z. Bai and the reviewers for the suggestions towards improving this paper. |
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| 摘 要： | An effective algorithm for solving large saddle-point linear systems, presented by Krukier et al., is applied to the constrained optimization problems. This method is a modification of skew-Hermitian triangular splitting iteration methods. We consider the saddle-point linear systems with singular or semidefinite （1, 1） blocks. Moreover, this method is applied to precondition the GMRES. Numerical results have confirmed the effectiveness of the method and showed that the new method can produce high-quality preconditioners for the Krylov subspace methods for solving large sparse saddle-point linear systems.
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| 关 键 词： | 线性系统 拉格朗日方法 鞍点 Krylov子空间方法 单数 积木 约束优化问题 GMRES |
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