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Implementing Recycling Methods for Linear Systems in Python with an Application to Multiple Objective Optimization

Implementing Recycling Methods for Linear Systems in Python with an Application to Multiple Objective Optimization

Sequences of linear systems arise in the predictor-corrector method when computing the Pareto front for multi-objective optimization. Rather than discarding information generated when solving one system, it may be advantageous to recycle information for subsequent systems. To accomplish this, we seek to reduce the overall cost of computation when solving …