Geodesic
An effective iterative method for saddle point problems
Matematičeskoe modelirovanie, Tome 26 (2014) no. 12, pp. 116-126.

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An effective algorithm for solution of a large saddle-point problem is proposed. This method is the modification of the Hermitian–Skew-hermition iterations. Method is applied for the solution of the constrained optimization problems. Numerical experiments have confirmed the effectiveness of this technique.
Keywords: saddle-point system, iterative methods, constrained optimization. 
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L. A. Krukier; T. S. Martynova. An effective iterative method for saddle point problems. Matematičeskoe modelirovanie, Tome 26 (2014) no. 12, pp. 116-126. http://geodesic.mathdoc.fr/item/MM_2014_26_12_a8/

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