A comprehensive study of iterative solvers for saddle point systems appears in Benzi, Golub, and…

A
comprehensive study of iterative solvers for saddle point systems appears in
Benzi, Golub, and Liesen [6]. As we have already said, optimization is a vast
field, and several optimization problem classes are not considered here at all.
These include discrete optimization problems, where some variables are
restricted to take on only one of several discrete values (e.g., a decision
variable x1 can only be 0 for “no” or 1 for “yes”), and stochastic
optimization.

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