A Unified Approach for Uzawa Algorithms

Constantin Bacuta (1)

1 University of Delaware - Department of Mathematical Sciences

We present a unified approach in analyzing Uzawa iterative algorithms for saddle point problems. We study the classical Uzawa method, the augmented Lagrangian method, and two versions of inexact Uzawa algorithms. The target application is the Stokes system, but other saddle point systems, e.g., arising from mortar methods or Lagrange multipliers methods, can benefit from our study. We prove convergence of Uzawa algorithms and find optimal rates of convergence in an abstract setting on finite-or infinite-dimensional Hilbert spaces. The results can be used to design multilevel or adaptive algorithms for solving saddle point problems. The discrete spaces do not have to satisfy the LBB stability condition.

Mots clés: Uzawa algorithms; saddle point system; multilevel methods; augmented Lagrangian; method; Stokes problem

Domaines: Mathématiques [math]

Constantin Bacuta. A Unified Approach for Uzawa Algorithms. SIAM Journal on Numerical Analysis, 2006, 44 (6), pp.2633 - 2649. ⟨10.1137/050630714⟩. ⟨hal-01382197⟩