Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems

DOI10.1137/05063427XMaRDI QIDQ5470529zbMATH OpenFDO

Authors H. S. Dollar, Nicholas I. M. Gould, W. H. A. Schilders, A. J. Wathen

Publication date 31 May 2006

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/05063427X

zbMATH Keywords

block symmetric indefinite linear systemsconjugate-gradient methodsimplicit-factorization preconditionersnumerical experimentsregularized saddle-point systems

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(28)

• Solution of indefinite linear systems using an LQ decomposition for the linear constraints
• Coupling time-varying modal analysis and FEM for real-time cutting simulation of objects with multi-material sub-domains
• Threshold incomplete factorization constraint preconditioners for saddle-point matrices
• Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems
• Spectral analysis of inexact constraint preconditioning for symmetric saddle point matrices
• Scalable preconditioning for the stabilized contact mechanics problem
• Modified SIMPLE preconditioners for saddle point problems from steady incompressible Navier-Stokes equations
• On normwise structured backward errors for the generalized saddle point systems
• On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
• A comparison of reduced and unreduced KKT systems arising from interior point methods
• Stopping criteria for inner iterations in inexact potential reduction methods: a computational study
• Natural preconditioning and iterative methods for saddle point systems
• Sparse block factorization of saddle point matrices
• Computational experience with numerical methods for nonnegative least-squares problems.
• H-LU factorization in preconditioners for augmented Lagrangian and grad-div stabilized saddle point systems
• Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
• Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems
• An inexact interior-point method for system analysis
• Matrix-free interior point method
• A preconditioning technique for Schur complement systems arising in stochastic optimization
• Preordering saddle‐point systems for sparse LDL^T factorization without pivoting
• On implicit-factorization constraint preconditioners
• HyKKT: a hybrid direct-iterative method for solving KKT linear systems
• Preconditioners for Krylov subspace methods: An overview
• A numerical study on preconditioning and partitioning schemes for reactive transport in a PEMFC catalyst layer
• Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
• New perturbation analysis for generalized saddle point systems
• Mixed constraint preconditioners for the iterative solution of FE coupled consolidation equations

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• CUTEr

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