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Mathematical optimization / Operations research / Numerical linear algebra / Stochastic programming / Conjugate gradient method / Matrix / Linear programming / Benders decomposition / Preconditioner / Equation solving / Relaxation / Augmented Lagrangian method
Date: 2013-05-23 14:20:12
Mathematical optimization
Operations research
Numerical linear algebra
Stochastic programming
Conjugate gradient method
Matrix
Linear programming
Benders decomposition
Preconditioner
Equation solving
Relaxation
Augmented Lagrangian method

Preprint ANL/MCS-P4030AN AUGMENTED INCOMPLETE FACTORIZATION APPROACH FOR COMPUTING THE SCHUR COMPLEMENT IN STOCHASTIC OPTIMIZATION § ¨

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