A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems

DOI10.1137/S0363012994276111zbMath0868.49006OpenAlexW2016598776MaRDI QIDQ4337418

Jishan Zhu, Gongyun Zhao, Jie Sun

Publication date: 19 May 1997

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994276111

zbMATH Keywords

optimal controlstochastic programmingnonlinear complementarity probleminterior point methodssaddle point problem

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Existence of solutions for minimax problems (49J35)

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