Solving large-scale minimax problems with the primal-dual steepest descent algorithm

DOI10.1007/BF01582212MaRDI QIDQ1340066zbMATH OpenFDO

Authors Ciyou Zhu

Publication date 9 February 1995

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

constrained minimax problemsasymptotic rates of convergencesaddle functionextended linear-quadratic programmingprimal-dual projected gradient algorithmprimal-dual steepest descent algorithm

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Nonsmooth analysis (49J52) 2-person games (91A05)

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• Convergence of a dual algorithm for minimax problems
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Cites work

• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• Computational schemes for large-scale problems in extended linear- quadratic programming
• Convex Analysis
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• Linear-Quadratic Programming and Optimal Control
• Modified proximal point algorithm for extended linear-quadratic programming
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming

Cited in

(3)

• Primal interior point method for generalized minimax functions
• Adaptive methods for solvings minimax problems^∗
• Convergence of a dual algorithm for minimax problems

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