An Augmented Incomplete Factorization Approach for Computing the Schur Complement in Stochastic Optimization

Title
An Augmented Incomplete Factorization Approach for Computing the Schur Complement in Stochastic Optimization
Authors
Keywords
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Journal
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume 36, Issue 2, Pages C139-C162
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2014-03-28
DOI
10.1137/130908737

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