A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622): Difference between revisions
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Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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Property / Mathematics Subject Classification ID: 90C51 / rank | |||
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Property / zbMATH DE Number: 6087675 / rank | |||
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stochastic programming | |||
Property / zbMATH Keywords: stochastic programming / rank | |||
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saddle-point preconditioning | |||
Property / zbMATH Keywords: saddle-point preconditioning / rank | |||
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Krylov methods | |||
Property / zbMATH Keywords: Krylov methods / rank | |||
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interior-point method | |||
Property / zbMATH Keywords: interior-point method / rank | |||
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sample average approximations | |||
Property / zbMATH Keywords: sample average approximations / rank | |||
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parallel computing | |||
Property / zbMATH Keywords: parallel computing / rank | |||
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Revision as of 12:02, 30 June 2023
scientific article
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English | A preconditioning technique for Schur complement systems arising in stochastic optimization |
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A preconditioning technique for Schur complement systems arising in stochastic optimization (English)
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27 September 2012
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stochastic programming
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saddle-point preconditioning
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Krylov methods
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interior-point method
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sample average approximations
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parallel computing
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