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most citedDouble Saddle-Point Preconditioning for Krylov Methods in the Inexact Sequential Homotopy Method

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math.OC2021★ 1 cited

Double Saddle-Point Preconditioning for Krylov Methods in the Inexact Sequential Homotopy Method

John W. Pearson, Andreas Potschka

We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semism…