A preconditioning technique for Schur complement systems arising in stochastic optimization
Year of publication: |
2012
|
---|---|
Authors: | Petra, Cosmin ; Anitescu, Mihai |
Published in: |
Computational Optimization and Applications. - Springer. - Vol. 52.2012, 2, p. 315-344
|
Publisher: |
Springer |
Subject: | Stochastic programming | Saddle-point preconditioning | Krylov methods | Interior-point method | Sample average approximations | Parallel computing |
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