A re-scaled twin augmented Lagrangian algorithm for saddle point seeking
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Publication:960238
DOI10.1016/j.na.2007.11.042zbMath1165.90587OpenAlexW1990362779MaRDI QIDQ960238
Abdelouahed Hamdi, Huda Al-Saud
Publication date: 16 December 2008
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2007.11.042
Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)
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Cites Work
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- Parallel alternating direction multiplier decomposition of convex programs
- A primal-dual algorithm for monotropic programming and its application to network optimization
- Nonlinear rescaling vs. smoothing technique in convex optimization
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
- Log-sigmoid multipliers method in constrained optimization
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