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pro vyhledávání: '"Charlotte Tannier"'
Publikováno v:
Computational Optimization and Applications. 78:353-375
Considering saddle-point systems of the Karush–Kuhn–Tucker (KKT) form, we propose approximations of the “ideal” block diagonal preconditioner based on the exact Schur complement proposed by Murphy et al. (SIAM J Sci Comput 21(6):1969–1972,
Publikováno v:
SIAM Journal on Matrix Analysis and Applications
SIAM Journal on Matrix Analysis and Applications, Society for Industrial and Applied Mathematics, 2018, 39 (2), pp.712-736. ⟨10.1137/16M108152X⟩
Ruiz, D, Sartenaer, A & Tannier, C 2018, ' Refining the lower bound on the positive eigenvalues of saddle point matrices with insights on the interactions between the blocks ', SIAM Journal on Matrix Analysis and Applications, vol. 39, no. 2, pp. 712-736 . https://doi.org/10.1137/16M108152X
SIAM Journal on Matrix Analysis and Applications, Society for Industrial and Applied Mathematics, 2018, 39 (2), pp.712-736. ⟨10.1137/16M108152X⟩
Ruiz, D, Sartenaer, A & Tannier, C 2018, ' Refining the lower bound on the positive eigenvalues of saddle point matrices with insights on the interactions between the blocks ', SIAM Journal on Matrix Analysis and Applications, vol. 39, no. 2, pp. 712-736 . https://doi.org/10.1137/16M108152X
International audience; Efficiently solving saddle point systems like Karush–Kuhn–Tucker (KKT) systems is crucial for many algorithms in constrained nonlinear continuous optimization. Such systems can be very ill conditioned, in particular when t