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

Cosmin G. Petra, Olaf Schenk, Miles Lubin, Klaus Gärtner. An Augmented Incomplete Factorization Approach for Computing the Schur Complement in Stochastic Optimization. SIAM J. Scientific Computing, 36(2), 2014. [doi]

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