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On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems

Na Huang, Yu-Hong Dai, Dominique Orban and Michael A. Saunders

Article (2023)

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Department: Department of Mathematics and Industrial Engineering
Research Center: GERAD - Research Group in Decision Analysis
PolyPublie URL: https://publications.polymtl.ca/56904/
Journal Title: SIAM Journal on Scientific Computing (vol. 45, no. 5)
Publisher: Society for Industrial and Applied Mathematics Publications
DOI: 10.1137/22m1515884
Official URL: https://doi.org/10.1137/22m1515884
Date Deposited: 20 Dec 2023 11:33
Last Modified: 08 Apr 2025 07:26
Cite in APA 7: Huang, N., Dai, Y.-H., Orban, D., & Saunders, M. A. (2023). On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems. SIAM Journal on Scientific Computing, 45(5), A2185-A2206. https://doi.org/10.1137/22m1515884

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