?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4171%2F&rft.title=Perturbation+Methods+for+Saddle+Point+Computation&rft.creator=Kallio%2C+M.J.&rft.creator=Ruszczynski%2C+A.&rft.description=A+general+class+of+iterative+methods+for+saddle+point+seeking+is+developed.+The+directions+used+are+subgradients+evaluated+at+perturbed+points.+Convergence+of+the+methods+is+proved+and+alternative+strategies+for+implementation+are+discussed.++The+procedure+suggests+scalable+algorithms+for+solving+large-scale+linear+programs+via+saddle+points.+For+illustration%2C+some+encouraging+tests+with+the+standard+Lagrangian+of+linear+programs+from+the+Netlib+library+are+reported.&rft.publisher=WP-94-038&rft.date=1994-05&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4171%2F1%2FWP-94-038.pdf&rft.identifier=++Kallio%2C+M.J.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F2005.html%3E+%26+Ruszczynski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1544.html%3E++(1994).++Perturbation+Methods+for+Saddle+Point+Computation.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-94-038+++++