On the convergence of iterated penalty methods for structure-preserving discretizations of saddle point problems
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🧮 math.NA
cs.NA
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pointsaddleconvergencediscretizationsestimatesiteratedmethodpenalty
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We present new convergence estimates for the iterated penalty method applied to structure-preserving discretizations of linear generalized saddle point systems. The method may be viewed as an Uzawa iteration on an augmented Lagrangian formulation of the system. As a by-product, we obtain sharper stability estimates for penalized/perturbed saddle point problems. Three model finite element applications show agreement with the theory.
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