eprintid: 4171
rev_number: 21
eprint_status: archive
userid: 351
dir: disk0/00/00/41/71
datestamp: 2016-01-15 02:04:35
lastmod: 2021-08-27 17:14:55
status_changed: 2016-01-15 02:04:35
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Kallio, M.J.
creators_name: Ruszczynski, A.
creators_id: AL0182
creators_id: 1475
title: Perturbation Methods for Saddle Point Computation
ispublished: pub
internal_subjects: iis_met
divisions: prog_opt
abstract: 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.
date: 1994-05
date_type: published
publisher: WP-94-038
iiasapubid: WP-94-038
price: 10
creators_browse_id: 2005
creators_browse_id: 1544
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 11
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   Kallio, M.J. <https://pure.iiasa.ac.at/view/iiasa/2005.html> & Ruszczynski, A. <https://pure.iiasa.ac.at/view/iiasa/1544.html>  (1994).  Perturbation Methods for Saddle Point Computation.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-038     
document_url: https://pure.iiasa.ac.at/id/eprint/4171/1/WP-94-038.pdf