A new fast method to compute saddle-points in constrained optimization and applications

DOI10.1016/j.aml.2011.08.015zbMath1461.65115OpenAlexW2003749861MaRDI QIDQ427575

Pierre Fabrie, Philippe Angot, Jean Paul Caltagirone

Publication date: 14 June 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2011.08.015

zbMATH Keywords

constrained optimizationpenalty methodaugmented Lagrangiansaddle-point problemscorrection schemesplitting predictionvector penalty-projection methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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