Large-Scale Convex Optimization Via Saddle Point Computation

DOI10.1287/opre.47.1.93zbMath0979.90097OpenAlexW2093991669MaRDI QIDQ2770079

Charles H. Rosa, Markku Kallio

Publication date: 7 February 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/680d5bb693d33a1c1ee16d33c3f1967921f7d94c

zbMATH Keywords

saddle pointsstandard Lagrangianlarge-scale convex optimization

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items

Linear convergence of primal-dual gradient methods and their performance in distributed optimization, On the convergence of conditional \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems., Subgradient methods for saddle-point problems

Uses Software

• GAMS
• MINOS