eprintid: 4189
rev_number: 20
eprint_status: archive
userid: 351
dir: disk0/00/00/41/89
datestamp: 2016-01-15 02:04:42
lastmod: 2021-08-27 17:14:56
status_changed: 2016-01-15 02:04:42
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Ruszczynski, A.
creators_id: 1475
title: A Partial Regularization Method for Saddle Point Seeking
ispublished: pub
internal_subjects: iis_met
internal_subjects: iis_sys
divisions: prog_opt
abstract: 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.
date: 1994-03
date_type: published
publisher: WP-94-020
iiasapubid: WP-94-020
price: 10
creators_browse_id: 1544
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 10
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   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     
document_url: https://pure.iiasa.ac.at/id/eprint/4189/1/WP-94-020.pdf