The parallel solution of dense saddle-point linear systems arising in stochastic programming.
Miles LubinCosmin G. PetraMihai AnitescuPublished in: Optim. Methods Softw. (2012)
Keyphrases
- linear systems
- stochastic programming
- multistage
- sufficient conditions
- saddle point
- dynamical systems
- linear program
- robust optimization
- sparse linear systems
- interior point
- numerical methods
- variational inequalities
- machine learning
- penalty function
- input space
- probability distribution
- multi objective
- feature space