1:30 PM-2:30 PM
Chair: Nicholas J. Higham, University of Manchester, United Kingdom
Almost all interior methods need to solve a sequence of large sparse unsymmetric linear systems in the primal and dual variables.
A common approach is to use block elimination to derive a symmetric reduced system that is positive semidefinite (at least at a solution).
The speaker will focus on alternative approaches that solve a symmetric indefinite system that is larger than the reduced system while being more sparse.
Philip E. Gill
Department of Mathematics
University of California, San Diego
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