Preconditioning of Karush--Kuhn--Tucker Systems arising in Optimal Control Problems
This work is concerned with the construction of preconditioners for indefinite linear systems. The systems under investigation arise in the numerical solution of quadratic programming problems, for example in the form of Karush--Kuhn--Tucker (KKT) optimality conditions or in interior--point methods....
Main Author: | |
---|---|
Other Authors: | |
Format: | Others |
Published: |
Virginia Tech
2011
|
Subjects: | |
Online Access: | http://hdl.handle.net/10919/9579 http://scholar.lib.vt.edu/theses/available/etd-12164379662151 |