Multipreconditioning with application to two-phase incompressible Navier-Stokes flow

We consider the use of multipreconditioning to solve linear systems when more than one preconditioner is available but the optimal choice is not known. In particular, we consider a selective multipreconditioned GMRES algorithm where we incorporate a weighting that allows us to prefer one preconditioner over another. Our target application lies in the simulation of incompressible two-phase flow. Since it is not always known if a preconditioner will perform well within all regimes found in a simulation, we also consider robustness of the multipreconditioning to a poorly performing preconditioner. Overall, we obtain promising results with the approach.