Stable Numerical Algorithms for Equilibrium Systems
| dc.contributor.author | Vavasis, Stephen A. | en_US |
| dc.date.accessioned | 2007-04-23T17:58:52Z | |
| dc.date.available | 2007-04-23T17:58:52Z | |
| dc.date.issued | 1992-04 | en_US |
| dc.description.abstract | An equilibrium system (also known as a KKT system, a saddlepoint system or a sparse tableau) is a square linear system with a certain structure. G. Strang has observed that equilibrium systems arise in optimization, finite elements, structural analysis and electrical networks. Recently, G. W. Stewart established a norm bound for a type of equilibrium system in the case that the "stiffness" portion of the system is very ill-conditioned. In this paper, we investigate the algorithmic implications of Stewart's result. We show that all standard textbook algorithms for equilibrium systems are unstable. Then we show that a certain hybrid method has the right stability property. | en_US |
| dc.format.extent | 2671745 bytes | |
| dc.format.extent | 506966 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.citation | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR92-1280 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/7120 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | computer science | en_US |
| dc.subject | technical report | en_US |
| dc.title | Stable Numerical Algorithms for Equilibrium Systems | en_US |
| dc.type | technical report | en_US |