A preconditioning technique for Schur complement systems arising in stochastic optimization
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Publication:453622
DOI10.1007/s10589-011-9418-yzbMath1275.90048MaRDI QIDQ453622
Cosmin G. Petra, Mihai Anitescu
Publication date: 27 September 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-011-9418-y
stochastic programming; interior-point method; parallel computing; Krylov methods; saddle-point preconditioning; sample average approximations
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