An Augmented Incomplete Factorization Approach for Computing the Schur Complement in Stochastic Optimization

DOI10.1137/130908737zbMath1296.65091OpenAlexW1994687200MaRDI QIDQ2875018

Cosmin G. Petra, Miles Lubin, Olaf Schenk, Klaus Gärtner

Publication date: 13 August 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/88177

zbMATH Keywords

stochastic optimization stochastic programming numerical experiment unit commitment parallel linear algebra economic dispatch Schur-complement decomposition BiCGStab iteration parallel-interior point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Interior-point methods (90C51) Parallel numerical computation (65Y05)

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