Two general methods for computing saddle points with applications for decomposing convex programming problems (Q1069674): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two general methods for computing saddle points with applications for decomposing convex programming problems |
scientific article |
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Two general methods for computing saddle points with applications for decomposing convex programming problems (English)
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1985
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Two new methods are presented for computing saddle points in finite- dimensional spaces. One of the methods is a modification of the column method given by Dantzig and Wolfe, obtained by regularizing the Lagrangian. The other method is a symmetric modification of the above. The principal application of the methods presented here is to give new decomposition algorithms for solving separable convex programming problems.
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saddle points
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column method
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decomposition algorithms
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separable convex programming
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