Preconditioning KKT systems §
نویسندگان
چکیده
Standard preconditioners, such as ILU factorizations, often break down in construction for KKT matrices. We compare several approaches for preconditioning KKT systems. The first applies a constraint preconditioner by incorporating robust factored approximations of (BB ) and BB , where B is the (2,1) block of the KKT matrix. In the second approach, we apply permutations and scalings that maximize the product of the magnitude of the diagonal entries of the matrix. This preprocessing improves the reliability of standard preconditioning techniques, and we experiment with a threshold-based ILU preconditioner. Our numerical experiments compare these approaches with exact constraint preconditioning and with a direct solver. Copyright c © 2001 John Wiley & Sons, Ltd.
منابع مشابه
JOHN COURTNEY HAWS . Preconditioning KKT Systems . ( Under the direction of
JOHN COURTNEY HAWS. Preconditioning KKT Systems. (Under the direction of Professor Carl D. Meyer.) This research presents new preconditioners for linear systems. We proceed from the most general case to the very specific problem area of sparse optimal control. In the first most general approach, we assume only that the coefficient matrix is nonsingular. We target highly indefinite, nonsymmetric...
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