Primal-dual methods for solving infinite-dimensional games

DOI10.1007/S10957-015-0771-3MaRDI QIDQ493268zbMATH OpenOpenAlexFDO

Authors Pavel Dvurechensky, V. G. Spokoiny, Yuri Nesterov

Publication date 3 September 2015

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-015-0771-3

zbMATH Keywords

convex optimizationdifferential gamessaddle-point problemsprimal-dual optimization methods

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Abstract computational complexity for mathematical programming problems (90C60)

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Cites work

• Double smoothing technique for large-scale linearly constrained convex optimization
• Dual extrapolation and its applications to solving variational inequalities and related problems
• Linear systems.
• On general minimax theorems
• Primal-dual subgradient methods for convex problems

Cited in

(3)

• Decomposition techniques for bilinear saddle point problems and variational inequalities with affine monotone operators
• Accelerated variance-reduced methods for saddle-point problems
• Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle

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