scientific article; zbMATH DE number 3862940

MaRDI QIDQ3330981zbMATH OpenFDO

Authors G. M. Korpelevich

Publication date 1983

zbMATH Keywords

convex-concave sufficiently smooth functionseconomic interpretationmodified gradient algorithmsmodified Lagrangianssaddle points

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of reduced gradient type (90C52) Applications of mathematical programming (90C90) Mathematical economics (91B99)

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• Variational Extrapolation of Implicit Schemes for General Gradient Flows
• Simple and optimal methods for stochastic variational inequalities. I: Operator extrapolation
• Accelerated dual-averaging primal–dual method for composite convex minimization
• Solving variational inequalities with stochastic mirror-prox algorithm
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• Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
• Modified projection generalized two-point two-stage extragradient quasinewton method for saddle point problems
• Dual extrapolation and its applications to solving variational inequalities and related problems

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