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  • We propose an optimal computational complexity algorithm for the solution of quadratic programming problems with equality constraints arising from partial differential equations. The algorithm combines a variant of the semi--monotonic augmented Lagrangian (SMALE) method with adaptive precision control and a multigrid preconditioning. Namely, we build multigrid preconditioners for the Hessian of the quadratics and for the inner product on the space of Lagrange variables. In our approach there is no need for preconditioning of the constraints. The optimality of the algorithm is theoretically proven and confirmed by numerical experiments for the 2--dimensional Stokes problem.
  • We propose an optimal computational complexity algorithm for the solution of quadratic programming problems with equality constraints arising from partial differential equations. The algorithm combines a variant of the semi--monotonic augmented Lagrangian (SMALE) method with adaptive precision control and a multigrid preconditioning. Namely, we build multigrid preconditioners for the Hessian of the quadratics and for the inner product on the space of Lagrange variables. In our approach there is no need for preconditioning of the constraints. The optimality of the algorithm is theoretically proven and confirmed by numerical experiments for the 2--dimensional Stokes problem. (en)
Title
  • Optimal multigrid preconditioned semi-monotonic augmented Lagrangians applied to the Stokes problem
  • Optimal multigrid preconditioned semi-monotonic augmented Lagrangians applied to the Stokes problem (en)
skos:prefLabel
  • Optimal multigrid preconditioned semi-monotonic augmented Lagrangians applied to the Stokes problem
  • Optimal multigrid preconditioned semi-monotonic augmented Lagrangians applied to the Stokes problem (en)
skos:notation
  • RIV/61989100:27240/07:00014982!RIV12-GA0-27240___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1ET400300415), P(GP201/05/P008), Z(MSM6198910027)
http://linked.open...iv/cisloPeriodika
  • 9
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
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http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 439749
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27240/07:00014982
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Stokes problem; augmented Lagrangians; multigrid (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [ED3D4DF4C8CA]
http://linked.open...i/riv/nazevZdroje
  • Numerical Linear Algebra with Applications
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 14
http://linked.open...iv/tvurceVysledku
  • Dostál, Zdeněk
  • Lukáš, Dalibor
http://linked.open...ain/vavai/riv/wos
  • 000250976900004
http://linked.open...n/vavai/riv/zamer
issn
  • 1070-5325
number of pages
http://bibframe.org/vocab/doi
  • 10.1002/nla.552
http://localhost/t...ganizacniJednotka
  • 27240
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