Approximating saddle points as equilibria of differential inclusions
From MaRDI portal
Publication:581831
DOI10.1016/0022-247X(89)90221-7zbMath0689.49018OpenAlexW2091214356MaRDI QIDQ581831
Adi Ben-Israel, Sjur Didrik Flåm
Publication date: 1989
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-247x(89)90221-7
Applications of mathematical programming (90C90) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Ordinary differential inclusions (34A60) Duality theory (optimization) (49N15)
Related Items
Semi-global exponential stability of augmented primal-dual gradient dynamics for constrained convex optimization ⋮ Solving cone-constrained convex programs by differential inclusions ⋮ Stability and robustness for saddle-point dynamics through monotone mappings ⋮ Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games ⋮ On finite convergence and constraint identification of subgradient projection methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On general minimax theorems
- Multiplier methods: A survey
- An existence theorem for a class of differential equations with multivalued right-hand side
- A Convergence Theory for Saddle Functions
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- On penalty methods for minimax problems
- Linear-Quadratic Programming and Optimal Control
- The Variable Reduction Method for Nonlinear Programming
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Minimax Theorems