Preconditioning of conjugate gradient iterations in interior point MPC method
نویسندگان
چکیده
منابع مشابه
On nonsymmetric saddle point matrices that allow conjugate gradient iterations
Linear systems in saddle point form are often symmetric and highly indefinite. Indefiniteness, however, is a major challenge for iterative solvers such as Krylov subspace methods. It has been noted by several authors that a simple trick, namely negating the second block row of the saddle point system, leads to an equivalent linear system with a nonsymmetric coefficient matrix A whose spectrum i...
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2018
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2018.11.065