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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010896534