Approximate Factorization Constraint Preconditioners for Saddle-Point Matrices

Authors:
H. S. Dollar;A. J. Wathen
Affiliations:
-;-
Venue:
SIAM Journal on Scientific Computing
Year:
2005

Citing 0
Cited 7

Inexact constraint preconditioners for linear systems arising in interior point methods

Computational Optimization and Applications
Constraint Schur complement preconditioners for nonsymmetric saddle point problems

Applied Numerical Mathematics
On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods

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An alternating preconditioner for saddle point problems

Journal of Computational and Applied Mathematics
Approximate Nullspace Iterations for KKT Systems

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A Relaxed Dimensional Factorization preconditioner for the incompressible Navier-Stokes equations

Journal of Computational Physics
A preconditioning technique for Schur complement systems arising in stochastic optimization

Computational Optimization and Applications

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Abstract

We consider the application of the conjugate gradient method to the solution of large, symmetric indefinite linear systems. Special emphasis is put on the use of constraint preconditioners and a new factorization that can reduce the number of flops required by the preconditioning step. Results concerning the eigenvalues of the preconditioned matrix and its minimum polynomial are given. Numerical experiments validate these conclusions.