RT Monograph
SR 00
A1 Ruszczynski, A.
T1 A Partial Regularization Method for Saddle Point Seeking
YR 1994
FD 1994-03
SP 10
AB 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
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4189/