Two general methods for computing saddle points with applications for decomposing convex programming problems

DOI10.1007/BF01442200MaRDI QIDQ1069674zbMATH OpenOpenAlexFDO

Authors A. Auslender

Publication date 1985

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01442200

zbMATH Keywords

decomposition algorithmssaddle pointscolumn methodseparable convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• scientific article; zbMATH DE number 3177183 (Why is no real title available?)
• scientific article; zbMATH DE number 3465097 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• Applications of the method of partial inverses to convex programming: Decomposition
• Coincidence properties of birth and death processes
• Convex Analysis
• Numerical methods for finding saddle points

Cited in

(8)

• On the convergence of the proximal algorithm for saddle-point problems
• scientific article; zbMATH DE number 1988044 (Why is no real title available?)
• Large-scale convex optimization via saddle point computation
• A General Primal-Dual Envelope Method for Convex Programming Problems
• scientific article; zbMATH DE number 4012324 (Why is no real title available?)
• A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework
• A note on the LDL\(^{T}\) decomposition of matrices from saddle-point problems
• Penalization in non-classical convex programming via variational convergence

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