Solving large-scale minimax problems with the primal-dual steepest descent algorithm

DOI10.1007/BF01582212zbMath0820.90104MaRDI QIDQ1340066

Ciyou Zhu

Publication date: 9 February 1995

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

constrained minimax problemsasymptotic rates of convergencesaddle functionextended linear-quadratic programmingprimal-dual projected gradient algorithmprimal-dual steepest descent algorithm

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Nonsmooth analysis (49J52) 2-person games (91A05)

Cites Work

• Unnamed Item
• Modified proximal point algorithm for extended linear-quadratic programming
• Computational schemes for large-scale problems in extended linear- quadratic programming
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• Linear-Quadratic Programming and Optimal Control
• Convex Analysis

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