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Inertia-Controlling Factorization
Vyacheslav Kungurtsev
Department of Mathematics
University of California, San Diego
Abstract
In optimization, one often has to solve a symmetric indefinite
system. Optimality conditions depend on the inertia of this system. This
talk covers a modified LBL^T factorization which allows for a transparent
revealing of the matrix's inertia and modification thereof.
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