https://pure.iiasa.ac.at/id/eprint/4189 2021-08-27T17:14:56Z info:eu-repo/semantics/descriptiveMetadata https://pure.iiasa.ac.at/id/eprint/4189/ A Partial Regularization Method for Saddle Point Seeking Ruszczynski, A. This article generalizes the Nash equilibrium approach to linear programming to the saddle point problem. The problem is shown to be equivalent to a non-zero sum game in which objectives of the players are obtained by partial regularization of the original function. Based on that, a solution method is developed in which the players improve their decisions while anticipating the steps of their opponents. Strong convergence of the method is proved and application to convex optimization is discussed. WP-94-020 1994-03 Monograph NonPeerReviewed text en https://pure.iiasa.ac.at/id/eprint/4189/1/WP-94-020.pdf Ruszczynski, A. <https://pure.iiasa.ac.at/view/iiasa/1544.html> (1994). A Partial Regularization Method for Saddle Point Seeking. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-020 info:eu-repo/semantics/objectFile info:eu-repo/semantics/humanStartPage