On the convergence of conditional \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems.
type: Item
instance of: scholarly article
title: On the convergence of conditional \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems.
zbMATH Open document ID: 1053.90107
DOI: 10.1016/S0377-2217(02)00629-X
author: Torbjörn Larsson
author: Michael Patriksson
author: Ann-Brith Strömberg
published in: European Journal of Operational Research
publication date: 2003-10-14T00:00:00Z
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C52
Mathematics Subject Classification ID: 90C06
zbMATH DE Number: 1992597
zbMATH Keywords: Convex programming
zbMATH Keywords: Nonlinear programming
zbMATH Keywords: Game theory
zbMATH Keywords: Large-scale optimization
MaRDI profile type: Publication
cites work: Q3316096
cites work: On the projected subgradient method for nonsmooth convex optimization in a Hilbert space
cites work: The volume algorithm: Producing primal solutions with a subgradient method
cites work: Q3134873
cites work: Q4209222
cites work: Convergence of some algorithms for convex minimization
cites work: Q5534710
cites work: Q4002322
cites work: Q3911002
cites work: Q5574366
cites work: Lagrangian dual ascent by generalized linear programming
cites work: Q3141900
cites work: Large-scale convex optimization via saddle point computation
cites work: Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
cites work: A Lagrangean Relaxation Scheme for Structured Linear Programs With Application To Multicommodity Network Flows
cites work: A dual scheme for traffic assignment problems
cites work: Global Optimality Conditions for Discrete and Nonconvex Optimization—With Applications to Lagrangian Heuristics and Column Generation
cites work: Conditional subgradient optimization -- theory and applications
cites work: Ergodic convergence in subgradient optimization
cites work: Ergodic, primal convergence in dual subgradient schemes for convex programming
cites work: Q5630824
cites work: A primal-dual algorithm for monotropic programming and its application to network optimization
cites work: Q4359851
cites work: Q5566712
cites work: Minimization of unsmooth functionals
cites work: Q3491338
cites work: Q5638112
cites work: Q3912354
cites work: Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs
cites work: Q5187067
cites work: Error stability properties of generalized gradient-type algorithms
cites work: Q4054818
cites work: New bundle methods for solving Lagrangian relaxation dual problems
cites work: Surrogate gradient algorithm for Lagrangian relaxation
cites work: Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
full work available at URL: s0377-2217(02)00629-x
OpenAlex ID: W2011746047
Recommended article: Convergence properties of a conditional \(\varepsilon\)-subgradient method applied to linear programs
Recommended article: Q3137808
Recommended article: Method of conditional ?-subgradient for solving convex programming problems
Recommended article: Linear convergence of epsilon-subgradient descent methods for a class of convex functions
Recommended article: Convergence results of an approximation method for constrained saddle point problems
Recommended article: Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
Recommended article: Convergence of a generalized subgradient method for nondifferentiable convex optimization
Recommended article: Q4698685
Recommended article: On the convergence of the proximal algorithm for saddle-point problems
Recommended article: Convergence theorems of subgradient extragradient algorithm for solving variational inequalities and a convex feasibility problem
description: scientific article; zbMATH DE number 1992597