scientific article; zbMATH DE number 3148887
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nonlinear programminggradient methodsexistence theoremsconcave programmingKuhn-Tucker theoremLagrangian saddle-pointscollection of 14 research papersmethods of linear and quadratic programming
Quadratic programming (90C20) Linear programming (90C05) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)
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- Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
- Combined partial regularization and descent method for a generalized primal-dual system
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- An alternating extragradient method with non Euclidean projections for saddle point problems
- Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
- On the linear convergence of the general first order primal-dual algorithm
- Fractional step like schemes for free surface problems with thermal coupling using the Lagrangian PFEM
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- Saddle-point dynamics: conditions for asymptotic stability of saddle points
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- Solving cone-constrained convex programs by differential inclusions
- A new SOR-like method for the saddle point problems
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- A relaxed positive-definite and skew-Hermitian splitting preconditioner for saddle point problems
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