Two general methods for computing saddle points with applications for decomposing convex programming problems

DOI10.1007/BF01442200zbMath0584.65035OpenAlexW1991689826MaRDI QIDQ1069674

Alfred Auslender

Publication date: 1985

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442200

zbMATH Keywords

decomposition algorithmssaddle pointscolumn methodseparable convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (3)

On the convergence of the proximal algorithm for saddle-point problems ⋮ Penalization in non-classical convex programming via variational convergence ⋮ A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework

Cites Work

• Coincidence properties of birth and death processes
• Applications of the method of partial inverses to convex programming: Decomposition
• Numerical methods for finding saddle points
• Convex Analysis
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