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Convergence analysis of generalized nonlinear inexact Uzawa algorithm for stabilized saddle point problems
Authors:Junfeng Lu  Zhenyue Zhang
Institution:Department of Mathematics, Zhejiang University, Yu-Quan Campus, Hangzhou 310027, China
Abstract:This paper deals with a modified nonlinear inexact Uzawa (MNIU) method for solving the stabilized saddle point problem. The modified Uzawa method is an inexact inner-outer iteration with a variable relaxation parameter and has been discussed in the literature for uniform inner accuracy. This paper focuses on the general case when the accuracy of inner iteration can be variable and the convergence of MNIU with variable inner accuracy, based on a simple energy norm. Sufficient conditions for the convergence of MNIU are proposed. The convergence analysis not only greatly improves the existing convergence results for uniform inner accuracy in the literature, but also extends the convergence to the variable inner accuracy that has not been touched in literature. Numerical experiments are given to show the efficiency of the MNIU algorithm.
Keywords:Saddle point problem  nonlinear inexact Uzawa algorithm  convergence analysis  variable accuracy  uniform inner accuracy  
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