TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4189
UR  - https://pure.iiasa.ac.at/id/eprint/4189/
A1  - Ruszczynski, A.
Y1  - 1994/03//
N2  - 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.
PB  - WP-94-020
M1  - working_paper
TI  - A Partial Regularization Method for Saddle Point Seeking
AV  - public
EP  - 10
ER  -