An algorithm for a constrained saddle point problem via an exact penalty method

DOI10.1080/00207168908803698zbMath0676.65062OpenAlexW1978399078MaRDI QIDQ3831958

Jacqueline Morgan, Maria Rosaria Crisci

Publication date: 1989

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207168908803698

zbMATH Keywords

Algorithmsnumerical examplesHilbert spacepenalty functionalconvex functionalsconstrained saddle point problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Programming in abstract spaces (90C48) Numerical solutions to equations with nonlinear operators (65J15)

Related Items (1)

Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games

Cites Work

• Une méthode directe de minimisation et applications

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