Natural preconditioners for saddle point systems

The solution of quadratic or locally quadratic extremum problems subject to linear(ized) constraints gives rise to linear systems in saddle point form. This is true whether in the continuous or discrete setting, so saddle point systems arising from discretization of partial differential equation pro...

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Bibliographic Details
Main Authors: Pestana, J, Wathen, A
Format: Report
Published: Unspecified 2013