RT Monograph
SR 00
A1 Kallio, M.J.
A1 Ruszczynski, A.
T1 Perturbation Methods for Saddle Point Computation
YR 1994
FD 1994-05
SP 11
AB 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, some encouraging tests with the standard Lagrangian of linear programs from the Netlib library are reported.
PB WP-94-038
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4171/