A new fast method to compute saddle-points in constrained optimization and applications
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Publication:427575
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
constrained optimizationpenalty methodaugmented Lagrangiansaddle-point problemscorrection schemesplitting predictionvector penalty-projection methods
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