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

DOI10.1007/BF01442200zbMATH Open0584.65035OpenAlexW1991689826MaRDI QIDQ1069674FDOQ1069674

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)

Cites Work

• Convex Analysis
• Applications of the method of partial inverses to convex programming: Decomposition
• Numerical methods for finding saddle points
• Coincidence properties of birth and death processes
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Cited In (5)

• A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework
• Penalization in non-classical convex programming via variational convergence
• A note on the LDL\(^{T}\) decomposition of matrices from saddle-point problems
• On the convergence of the proximal algorithm for saddle-point problems
• A General Primal-Dual Envelope Method for Convex Programming Problems

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