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Operations research / Numerical analysis / Numerical linear algebra / Linear programming / Schur complement method / Matrix / Preconditioner / Schur complement / Relaxation / Mathematics / Mathematical optimization / Algebra


Preprint ANL/MCS-P4030[removed]AN AUGMENTED INCOMPLETE FACTORIZATION APPROACH FOR COMPUTING THE SCHUR COMPLEMENT IN STOCHASTIC OPTIMIZATION § ¨
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Document Date: 2014-01-24 16:17:33


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File Size: 536,36 KB

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City

Argonne / /

Company

Argonne National Laboratory / Power Grid Systems / DN LC / /

Country

United States / /

Currency

pence / /

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Facility

Institute of Computational Science / MIT Operations Research Center / Today’s power grid / Massachusetts Institute of Technology / Weierstrass Institute / /

Holiday

Double-Seven Day / /

IndustryTerm

sparse outer products / physical network / transmission network / parallel computing / feasible solution / sparse systems / state-ofthe-art software / sparse linear systems / near-optimal solution / primal-dual path-following algorithm / technology matrix / interior-point systems / predictor-corrector algorithm / primal-dual angular linear systems / energy systems / corrector search directions / computational science applications / large power systems / nonconvex mixed-integer solution / implement interior-point algorithms / search direction / linear systems / electricity markets / predictor search direction / energy / node computing r0 / /

Organization

MIT Operations Research Center / Institute of Computational Science / Massachusetts Institute of Technology / Weierstrass Institute for Applied Analysis and Stochastics / /

Person

Victor Zavala / KLAUS GAERTNER / OLAF SCHENK / MILES LUBIN / /

Position

corresponding author / /

ProgrammingLanguage

DC / /

ProvinceOrState

Illinois / California / /

Technology

PIPS-IPM implement interior-point algorithms / predictor-corrector algorithm / 9 Algorithm / primal-dual path-following algorithm / simulation / /

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