Approximating saddle points as equilibria of differential inclusions

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

zbMATH Keywords

differential inclusionaugmented LagrangiansNonsmoothness

Mathematics Subject Classification ID

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