A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: HOPDM / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: LIPSOL / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: SUTIL / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10589-011-9418-y / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2000856205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of saddle point problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Preconditioning indefinite systems in interior point methods for optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient solution of two-stage stochastic linear programs using interior point methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interior-point solver for large-scale quadratic programming problems with bound constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Specialized Interior-Point Algorithm for Multicommodity Network Flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4035542 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Factorization Constraint Preconditioners for Saddle-Point Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3818809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Object-oriented software for quadratic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5689624 / rank
 
Normal rank
Property / cites work
 
Property / cites work: HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parallel Processing and Applied Mathematics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parallel interior-point solver for structured quadratic programs: Application to financial planning problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exploiting structure in parallel implementation of interior point methods for optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving a class of LP problems with a primal-dual logarithmic barrier method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parallel interior-point solver for structured linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348514 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constraint Preconditioning for Indefinite Linear Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition algorithms for stochastic programming on a computational grid / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4940821 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Implementation of a Primal-Dual Interior Point Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of an Interior-Point Mapping for Mixed Complementarity Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on Preconditioning for Indefinite Linear Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the recursive and parallel structure of the Birge and Qi factorization for tree structured linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elemental / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenarios and Policy Aggregation in Optimization Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: On augmented Lagrangian decomposition methods for multistage stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A regularized decomposition method for minimizing a sum of polyhedral functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5691079 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs / rank
 
Normal rank

Latest revision as of 18:10, 5 July 2024

scientific article
Language Label Description Also known as
English
A preconditioning technique for Schur complement systems arising in stochastic optimization
scientific article

    Statements

    A preconditioning technique for Schur complement systems arising in stochastic optimization (English)
    0 references
    0 references
    0 references
    27 September 2012
    0 references
    0 references
    stochastic programming
    0 references
    saddle-point preconditioning
    0 references
    Krylov methods
    0 references
    interior-point method
    0 references
    sample average approximations
    0 references
    parallel computing
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references