Uzawa iteration

In numerical mathematics, the Uzawa iteration is an algorithm for solving saddle point problems. It is named after Hirofumi Uzawa and was originally introduced in the context of concave programming.[1]

  1. ^ Uzawa, H. (1958). "Iterative methods for concave programming". In Arrow, K. J.; Hurwicz, L.; Uzawa, H. (eds.). Studies in linear and nonlinear programming. Stanford University Press.