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.
Tuesday, February 3, 2009
11:00AM AP&M 2402
Center for Computational Mathematics9500 Gilman Dr. #0112La Jolla, CA 92093-0112Tel: (858)534-9813