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Improving the Stability and Robustness of Incomplete Symmetric Indefinite Factorization Preconditioners
Sparse symmetric indefinite linear systems of equations arise in numerous practical applications. In many situations, an iterative method is the method of choice preconditioners for symmetric indefinite systems. A ...
Applied mathematics
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Numerical Experience with Iterative Methods for Equality Constrained Nonlinear Programming Problems.
We show that indefinitely preconditioned symmetric Krylov-subspace methods are very efficient for solving linearized KKT systems arising in equality constrained optimization. We give a numerical comparison of various Krylov subspace...
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Block Factorization of a linear system with an Indefinite Matrix
In the paper, a method for the solving of systems of linear equations with indefinite matrices. The main idea is the Doolitlle-Croute algorithm in the specific case - for symmetric matrices....
BA - Obecná matematika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Saddle Point Problems, Iterative Solutions and Preconditioning: A Short Overview
In this contribution we attempt to review recent advances in the field of iterative methods for solving large saddle point problems. The main focus for symmetric and nonsymmetric linear systems that arise in the context of solving t...
BA - Obecná matematika
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Interior Point Method for Non-Linear Non-Convex Optimization
programming problems, which is based on the interior point approach. Main theoretical constraints into active and inactive to overcome problems with stability. Inactive constraints are eliminated directly while active constraints a...
BA - Obecná matematika
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Interior Point Methods for Large-Scale Nonlinear Programming
a symmetric indefinite linear system. Inexact solution of this system is obtained iteratively using indefinitely preconditioned conjugate gradient method. Theorems programming problems, which is based on the inter...
BA - Obecná matematika
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Cholesky-like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms
It is well known that orthogonalization of column vectors in a rectangular matrix $B$ with respect to the bilinear form induced by a nonsingular symmetric indefinite matrix $A$ can be eventually seen as its factorization $B=QR$ that...
BA - Obecná matematika
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
A Note on the LDL T Decomposition of Matrices from Saddle-Point Problems
The paper deals with special augmented systems which arise from discretizations by mixed and hybrid finite elements. It is shown that an efficient direkt solution method with symbolic preprocessing which avoids 2x2 pivots can be used for solving such...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A boundary value problem on a half-line for differential equations with indefinite weight
Boundary value problems for half-linear second order differential equation on an unbounded interval are investigated.
BA - Obecná matematika
- 2011 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Indefinitely Preconditioned Truncated Newton Method for Large Sparse Equality Constrained Non-linear Programming Problems.
Original scientific paper dealing with Indefinitely Preconditioned Truncated Newton Method for Large Sparse Equality Constrained Non-linear Programming Problems....
BA - Obecná matematika
- 1998 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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