Nonsmooth Newton methods for set-valued saddle point problems

Graeser C, Kornhuber R (2009)

Publication Type: Journal article

Publication year: 2009

Journal

SIAM Journal on Numerical Analysis Society for Industrial and Applied Mathematics

Book Volume: 47

Pages Range: 1251-1273

Journal Issue: 2

DOI: 10.1137/060671012

Abstract

We present a new class of iterative schemes fo r large scale set-valued 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 Newton-type methods for the nonlinear Schur complement or as Uzawa-type 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. © 2009 Societ y for Industrial and Applied Mathematics.

Authors with CRIS profile

Carsten Gräser

Involved external institutions

Freie Universität Berlin DE Germany (DE)

How to cite

APA:

Graeser, C., & Kornhuber, R. (2009). Nonsmooth Newton methods for set-valued saddle point problems. SIAM Journal on Numerical Analysis, 47(2), 1251-1273. https://dx.doi.org/10.1137/060671012

MLA:

Graeser, Carsten, and Ralf Kornhuber. "Nonsmooth Newton methods for set-valued saddle point problems." SIAM Journal on Numerical Analysis 47.2 (2009): 1251-1273.

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