We provide eigenvalue intervals for symmetric saddle point and regularized saddle point matrices in the case where the (1,1) block may be indefinite. These ...
Abstract. Efficiently solving saddle point systems like Karush–Kuhn–Tucker (KKT) systems is crucial for many algorithms in constrained nonlinear continuous ...
We illustrate in particular, with some examples, how and in which circumstances the convergence of Minres might be affected by these few very small eigenvalues ...
We illustrate in particular, with some examples, how and in which circumstances the convergence of Minres might be affected by these few very small eigenvalues ...
This paper illustrates how and in which circumstances the convergence of Minres might be affected by these few very small eigenvalues in the (1,1) block, ...
Abstract. Efficiently solving saddle point systems like Karush–Kuhn–Tucker (KKT) systems is crucial for many algorithms in constrained nonlinear continuous ...
TL;DR: This paper illustrates how and in which circumstances the convergence of Minres might be affected by these few very small eigenvalues in the (1,1) ...
Refining the lower bound on the positive eigenvalues of saddle point matrices with insights on the interactions between the blocks. Daniel Ruiz, Annick ...
Bibliographic details on Refining the Lower Bound on the Positive Eigenvalues of Saddle Point Matrices with Insights on the Interactions between the Blocks.
Our study is based on theoretical arguments, deriving a tight lower bound on the positive eigenvalues of saddle point matrices of the KKT form, and supported by ...