111 citations · 327 across the 17 of their papers we have counts for
18 papers
PLSS: A Projected Linear Systems Solver
Johannes J. Brust, Michael A. Saunders
We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized)…
A semi-conjugate gradient method for solving unsymmetric positive definite linear systems
Na Huang, Yu-Hong Dai, Dominique Orban +1
The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous semi-conjugate gradient (SC…
A Hybrid Direct-Iterative Method for Solving KKT Linear Systems
Shaked Regev, Nai-Yuan Chiang, Eric Darve +4
We propose a solution strategy for linear systems arising in interior method optimization, which is suitable for implementation on hardware accelerators such as graphical processin…
Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers
Kasia Swirydowicz, Eric Darve, Wesley Jones +5
The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite and become extremely ill-conditioned as the interior method converg…
A Julia implementation of Algorithm NCL for constrained optimization
Ding Ma, Dominique Orban, Michael A. Saunders
Algorithm NCL is designed for general smooth optimization problems where first and second derivatives are available, including problems whose constraints may not be linearly indepe…
Large-scale Optimization with Linear Equality Constraints using Reduced Compact Representation
Johannes J. Brust, Roummel F. Marcia, Cosmin G. Petra +1
For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the const…