A note on preconditioning for the 3 × 3 block saddle point problem.

Xian Xie Hou-Biao Li

Published in: Comput. Math. Appl. (2020)

Keyphrases

saddle point
primal dual
convex concave
linear programming
variational inequalities
convex optimization
interior point
linear program
approximation algorithms
semidefinite programming
interior point methods
convergence rate
penalty function
discrete space
structured prediction
maximum margin
global constraints