نتایج جستجو برای: saddle point problem
تعداد نتایج: 1332511 فیلتر نتایج به سال:
This paper studies the projected saddle-point dynamics associated to a convex-concave function, which we term saddle function. The dynamics consists of gradient descent of the saddle function in variables corresponding to convexity and (projected) gradient ascent in variables corresponding to concavity. We examine the role that the local and/or global nature of the convexity-concavity propertie...
This paper deals with the saddle-point solution of a class of stochastic differential games described by linear state dynamics and quadratic objective functionals. The information structure of the problem is such that both players have access to a common noisy linear measurement of the state and they are permitted to utilize only this information in constructing their controls. The saddle-point...
A saddle point variational (SPV ) method was applied to the Dirac equation as an example of a fully relativistic equation with both negative and positive energy solutions. The effect of the negative energy states was mitigated by maximizing the energy with respect to a relevant parameter while at the same time minimizing it with respect to another parameter in the wave function. The Cornell pot...
In this paper, convex continuous-time programming problem with inequality type of constraints is considered. We derive new saddle point optimality conditions and classical duality results such as weak strong properties, under additional regularity assumption. A fundamental tool, employed in the derivation necessary criteria result for programming, a version theorem alternative infinite-dimensio...
Primal-dual algorithms, which are proposed to solve reformulated convex-concave saddle point problems, have been proven to be effective for solving a generic class of convex optimization problems, especially when the problems are ill-conditioned. However, the saddle point problem still lacks a distributed optimization framework where primal-dual algorithms can be employed. In this paper, we pro...
We study the problem of coexistence of a countable number of periodic orbits of different topological types (saddles, saddle–centers, and elliptic) in the case of four-dimensional symplectic diffeomorphisms with a homoclinic trajectory to a saddle–focus fixed point.
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