Solving large-scale minimax problems with the primal-dual steepest descent algorithm

DOI10.1007/BF01582212zbMATH Open0820.90104MaRDI QIDQ1340066FDOQ1340066

Authors: Ciyou Zhu 

Publication date: 9 February 1995

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Recommendations

• Convergence of a dual algorithm for minimax problems
• Primal interior-point method for large sparse minimax optimization
• On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming
• A dual algorithm for minimax problems

zbMATH Keywords

constrained minimax problemsasymptotic rates of convergencesaddle functionextended linear-quadratic programmingprimal-dual projected gradient algorithmprimal-dual steepest descent algorithm

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Nonsmooth analysis (49J52) 2-person games (91A05)

Cites Work

• Convex Analysis
• Title not available (Why is that?)
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• Linear-Quadratic Programming and Optimal Control
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• Computational schemes for large-scale problems in extended linear- quadratic programming
• Modified proximal point algorithm for extended linear-quadratic programming

Cited In (3)

• Primal interior point method for generalized minimax functions
• Adaptive methods for solvings minimax problems^∗
• Convergence of a dual algorithm for minimax problems

This page was built for publication: Solving large-scale minimax problems with the primal-dual steepest descent algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1340066)