A preconditioning technique for Schur complement systems arising in stochastic optimization
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Publication:453622
DOI10.1007/S10589-011-9418-YzbMATH Open1275.90048OpenAlexW2000856205MaRDI QIDQ453622FDOQ453622
Authors: Cosmin 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
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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
- The parallel solution of dense saddle-point linear systems arising in stochastic programming
- Clustering-based preconditioning for stochastic programs
- 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
- An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
- On preconditioning Schur complement and Schur complement preconditioning
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