Stochastic matrix-free equilibration
Publication:2359773
DOI10.1007/s10957-016-0990-2zbMath1367.65068arXiv1602.06621OpenAlexW2281470921MaRDI QIDQ2359773
Steven Diamond, Stephen P. Boyd
Publication date: 22 June 2017
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.06621
iterative algorithmstochastic optimizationconvex optimizationpreconditioningcondition numberscalingsmatrix balancing
Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Numerical computation of matrix norms, conditioning, scaling (65F35) Preconditioners for iterative methods (65F08)
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Cites Work
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