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

Cosmin G. PetraOlaf SchenkMiles LubinKlaus Gärtner
Published in: SIAM J. Sci. Comput. (2014)
Keyphrases
  • stochastic optimization
  • multistage
  • pairwise
  • matrix factorization
  • np hard
  • optimization problems
  • theoretical framework
  • robust optimization