2 papers
math.OC2019
Exploring Benefits of Linear Solver Parallelism on Modern Nonlinear Optimization Applications
Byron Tasseff, Carleton Coffrin, Andreas Wächter +1
The advent of efficient interior point optimization methods has enabled the tractable solution of large-scale linear and nonlinear programming (NLP) problems. A prominent example o…
math.OC2019
Scalable Preconditioning of Block-Structured Linear Algebra Systems using ADMM
Jose S. Rodriguez, Carl D. Laird, Victor M. Zavala
We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck…