Perturbation Methods for Saddle Point Computation

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3948 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3948 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3948 archive 351 disk0/00/00/41/71 2016-01-15 02:04:35 2021-08-27 17:14:55 2016-01-15 02:04:35 monograph show 2 Kallio M.J. AL0182 Ruszczynski A. 1475 Perturbation Methods for Saddle Point Computation pub iis_met prog_opt 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. 1994-05 published WP-94-038 WP-94-038 10 2005 1544 public working_paper IIASA, Laxenburg, Austria 11 FALSE info:eu-repo/semantics/book