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

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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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