TY - JOUR
T1 - Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems
AU - Chen , Fang
AU - Ren , Bi-Cong
AU - Muratova , Galina V.
JO - East Asian Journal on Applied Mathematics
VL - 2
SP - 470
EP - 486
PY - 2022
DA - 2022/02
SN - 12
DO - http://doi.org/10.4208/eajam.200821.250122
UR - https://global-sci.org/intro/article_detail/eajam/20265.html
KW - Standard saddle-point problem, iteration method, convergence.
AB - <p style="text-align: justify;">For the standard saddle-point problem, we discuss and analyze the backward
and forward modified successive overrelaxation (SOR) iteration methods in detail. Theoretical analysis shows that when the parameters are selected appropriately, the backward and forward modified SOR iteration methods converge to the unique solution of
the standard saddle-point problem. Finally, numerical examples show the effectiveness
of our iteration methods.</p>