An interior point method for constrained saddle point problems
نویسندگان
چکیده
منابع مشابه
An interior point method for constrained saddle point problems
We present an algorithm for the constrained saddle point problem with a convexconcave function L and convex sets with nonempty interior. The method consists of moving away from the current iterate by choosing certain perturbed vectors. The values of gradients of L at these vectors provide an appropriate direction. Bregman functions allow us to define a curve which starts at the current iterate ...
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ژورنال
عنوان ژورنال: Computational & Applied Mathematics
سال: 2004
ISSN: 0101-8205
DOI: 10.1590/s0101-82052004000100001