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08/16/2022
On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems
We consider the generalized successive overrelaxation (GSOR) method for ...
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07/15/2022
PLSS: A Projected Linear Systems Solver
We propose iterative projection methods for solving square or rectangula...
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06/07/2022
A semi-conjugate gradient method for solving unsymmetric positive definite linear systems
The conjugate gradient (CG) method is a classic Krylov subspace method f...
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12/24/2021
Toeplitz Least Squares Problems, Fast Algorithms and Big Data
In time series analysis, when fitting an autoregressive model, one must ...
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10/07/2021
A Hybrid Direct-Iterative Method for Solving KKT Linear Systems
We propose a solution strategy for linear systems arising in interior me...
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06/25/2021
Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers
The linear equations that arise in interior methods for constrained opti...
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01/26/2021
Large-scale Optimization with Linear Equality Constraints using Reduced Compact Representation
For optimization problems with sparse linear equality constraints, we ob...
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01/06/2021
A Julia implementation of Algorithm NCL for constrained optimization
Algorithm NCL is designed for general smooth optimization problems where...
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10/09/2019