A preconditioning technique for Schur complement systems arising in stochastic optimization
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Cited in
(8)- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- Clustering-based preconditioning for stochastic programs
- The parallel solution of dense saddle-point linear systems arising in stochastic programming
- On block diagonal-Schur complements of the block strictly doubly diagonally dominant matrices
- COAP 2013 Best Paper Prize
- Solving security constrained optimal power flow problems by a structure exploiting interior point method
- On preconditioning Schur complement and Schur complement preconditioning
- An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
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