| dc.contributor.author | Lukáš, Dalibor | |
| dc.contributor.author | Dostál, Zdeněk | |
| dc.date.accessioned | 2007-12-17T13:03:06Z | |
| dc.date.available | 2007-12-17T13:03:06Z | |
| dc.date.issued | 2007 | |
| dc.identifier.citation | Numerical Linear Algebra with Applications. 2007, vol. 14, issues 9, p. 741-750. | en |
| dc.identifier.issn | 1070-5325 | |
| dc.identifier.issn | 1099-1506 | |
| dc.identifier.uri | http://hdl.handle.net/10084/64506 | |
| dc.language.iso | en | en |
| dc.publisher | Wiley | en |
| dc.relation.ispartofseries | Numerical Linear Algebra with Applications | en |
| dc.relation.uri | http://dx.doi.org/10.1002/nla.552 | en |
| dc.subject | multigrid | en |
| dc.subject | augmented Lagrangians | en |
| dc.subject | Stokes problem | en |
| dc.title | Optimal multigrid preconditioned semi-monotonic augmented Lagrangians applied to the Stokes problem | en |
| dc.type | article | en |
| dc.identifier.location | Není ve fondu ÚK | en |
| dc.description.abstract-en | 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 for the Hessian of the cost function and for the inner product on the space of Lagrange variables. The update rule for penalty parameter acts as preconditioning of constraints. The optimality of the algorithm is theoretically proven and confirmed by numerical experiments for the two-dimensional Stokes problem. | en |
| dc.identifier.doi | 10.1002/nla.552 | |
| dc.identifier.wos | 000250976900004 | |