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math.NA2024
An inexact augmented Lagrangian algorithm for unsymmetric saddle-point systems
N. Huang, Y. -H. Dai, D. Orban +1
Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point system…
math.NA2023
MinAres: An Iterative Solver for Symmetric Linear Systems
Alexis Montoison, Dominique Orban, Michael A. Saunders
We introduce an iterative solver named MINARES for symmetric linear systems , where is possibly singular. MINARES is based on the symmetric Lanczos process, like…