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• W1966886095 abstract "We consider large scale sparse linear systems in saddle point form. A natural property of such indefinite 2-by-2 block systems is the positivity of the (1,1) block on the kernel of the (2,1) block. Many solution methods, however, require that the positivity of the (1,1) block is satisfied everywhere. To enforce the positivity everywhere, an augmented Lagrangian approach is usually chosen. However, the adjustment of the involved parameters is a critical issue. We will present a different approach that is not based on such an explicit augmentation technique. For the considered class of symmetric and indefinite preconditioners, assumptions are presented that lead to symmetric and positive definite problems with respect to a particular scalar product. Therefore, conjugate gradient acceleration can be used. An important class of applications are optimal control problems. It is typical for such problems that the cost functional contains an extra regularization parameter. For control problems with elliptic state equations and distributed control, a special indefinite preconditioner for the discretized problem is constructed, which leads to convergence rates of the preconditioned conjugate gradient method that are not only independent of the mesh size but also independent of the regularization parameter. Numerical experiments are presented for illustrating the theoretical results." @default.
• W1966886095 created "2016-06-24" @default.
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• W1966886095 date "2007-01-01" @default.
• W1966886095 modified "2023-10-03" @default.
• W1966886095 title "Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems" @default.
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• W1966886095 doi "https://doi.org/10.1137/060660977" @default.
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