Natural preconditioning and iterative methods 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 the discrete setting, so saddle point systems arising from the discretization of partial differential equa...
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Journal article |
| Julkaistu: |
Society for Industrial and Applied Mathematics
2015
|