An Inexact Augmented Lagrangian Algorithm for Solving Unsymmetric Saddle-Point Systems
The authors propose an inexact augmented Lagrangian algorithm for efficiently solving unsymmetric saddle-point systems, even when the system is singular. The algorithm uses the Barzilai-Borwein method to solve the linear system at each iteration, leading to improved robustness and efficiency compared to BICGSTAB and GMRES, especially on large systems.