Numerical solution of saddle point problems

Abstract
Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.