A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems
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Publication:4337418
interior point methodsnonlinear complementarity problemoptimal controlstochastic programmingsaddle point problem
Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Existence of solutions for minimax problems (49J35)
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(9)- Two interior-point methods for nonlinear P_*()-complementarity problems.
- Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems
- scientific article; zbMATH DE number 6692215 (Why is no real title available?)
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