A semi-implicit scheme based on Arrow-Hurwicz method for saddle point problems

Abstract : We search saddle points for a large class of convex-concave Lagrangian. A generalized explicit iterative scheme based on Arrow-Hurwicz method converges to a saddle point of the problem. We also propose in this work, a convergent semi-implicit scheme in order to accelerate the convergence of the iterative process. Numerical experiments are provided for a nontrivial numerical problem modeling an optimal shape problem of thin torsion rods. This semi-implicit scheme is figured out in practice robustly efficient in comparison with the explicit one.
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https://hal-univ-tln.archives-ouvertes.fr/hal-01828875
Contributor : Cedric Galusinski <>
Submitted on : Tuesday, July 3, 2018 - 3:06:05 PM
Last modification on : Thursday, January 17, 2019 - 10:52:02 AM

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  • HAL Id : hal-01828875, version 1
  • ARXIV : 1712.03888

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Tran Phan Minh Duc, Cedric Galusinski. A semi-implicit scheme based on Arrow-Hurwicz method for saddle point problems. 2018. ⟨hal-01828875⟩

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