Saddle problem and optimization problem as an integrated system
Considered is a system of optimization problems with one of them being a saddle problem induced by convex programming and the other, an optimization problem on a convex set: \[ p^*,w^*\in \text{ArgSdl}\{f(w)\mid g(w)\leq y^*,\;w\in W_{0}\}, \tag{1} \] \[ y^*\in \text{ArgMax}\{\langle p^*,y\rangle \mid y\in Y\}, \tag{2} \] where \(f(w)\) is a scalar function, \(g(w)\) is a vector function, \(p\) belongs to the positive orthant \(\mathbb R_+^m\), \(W\subset\mathbb R^n\) and \(Y\subset\mathbb R_+^m\) are convex closed sets. It is assumed that \(f(w)\) and all the components of the function \(g(w)\) are convex. The author examines the properties if this system, the sphere of its application and methods for its solution. The convergence of the proposed methods is established.
- Saddle-point problems and their iterative solution
- A saddle-point theorem with application to structural optimization
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- Saddle point approach to solving problem of optimal control with fixed ends
- Saddlepoint Problems in Nondifferentiable Programming
- Perturbation analysis of saddle-point problems
- scientific article; zbMATH DE number 2212210
- Connections between vector optimization problems, their solutions and saddle points
- Saddle point in multiobjective programming
- The saddle point problem and the Manteuffel algorithm
- Controlled dynamic model with boundary-value problem of minimizing a sensitivity function
- Constrained optimization methods for the sensitivity function
- Saddle point approach to solving problem of optimal control with fixed ends
- scientific article; zbMATH DE number 4012324 (Why is no real title available?)
This page was built for publication: Saddle problem and optimization problem as an integrated system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q735640)
