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Preconditioning Indefinite Systems in Interior Point Methods for Optimization
Every Newton step in an interior-point method for optimization requires a solution of a symmetric indefinite system of linear equations. Most of today's codes apply direct solution methods to performExpand
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We present the development of a two-dimensional Mixed-Hybrid Finite Element (MHFE) model for the solution of the non-linear equation of variably saturated flow in groundwater on unstructuredExpand
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Interpolating discrete advection-diffusion propagators at Leja sequences
We propose and analyze the ReLPM (Real Leja Points Method) for evaluating the propagator ϕ(ΔtB)v via matrix interpolation polynomials at spectral Leja sequences. Here B is the large, sparse,Expand
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On eigenvalue distribution of constraint-preconditioned symmetric saddle point matrices
  • L. Bergamaschi
  • Computer Science, Mathematics
  • Numer. Linear Algebra Appl.
  • 1 August 2012
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Efficient approximation of the exponential operator for discrete 2D advection-diffusion problems
In this paper we compare Krylov subspace methods with Faber series expansion for approximating the matrix exponential operator on large, sparse, non-symmetric matrices. We consider in particular theExpand
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On the Reliability of Numerical Solutions of Brine Transport in Groundwater: Analysis of Infiltration from a Salt Lake
The density dependent flow and transport problem in groundwater is solved numerically by means of a mixed finite element scheme for the flow equation and a mixed finite element-finite volumeExpand
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Inexact constraint preconditioners for linear systems arising in interior point methods
Abstract Issues of indefinite preconditioning of reduced Newton systems arising in optimization with interior point methods are addressed in this paper. Constraint preconditioners have shown muchExpand
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Quasi-Newton preconditioners for the inexact Newton method.
In this paper preconditioners for solving the linear systems of the Newton method in each nonlinear iteration are studied. In particular, we define a sequence of preconditioners built by means ofExpand
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The LEM exponential integrator for advection-diffusion-reaction equations
We implement a second-order exponential integrator for semidiscretized advection-diffusion-reaction equations, obtained by coupling exponential-like Euler and Midpoint integrators, and computing theExpand
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An Efficient Parallel MLPG Method for Poroelastic Models
A meshless model, based on the Meshless Local Petrov-Galerkin (MLPG) approach, is developed and implemented in parallel for the solution of axi-symmetric poroelastic problems. The parallel code isExpand
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