A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622)

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scientific article; zbMATH DE number 6087675
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    A preconditioning technique for Schur complement systems arising in stochastic optimization
    scientific article; zbMATH DE number 6087675

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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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