نتایج جستجو برای: ‎Saddle point problem‎

تعداد نتایج: 1332511  

ژورنال: پژوهش های ریاضی 2020

In this paper, we develop some stationary iterative schemes in block forms for solving double saddle point problem. To this end, we first generalize the Jacobi iterative method and study its convergence under certain condition. Moreover, using a relaxation parameter, the weighted version  of the Jacobi method together with its convergence analysis are considered. Furthermore, we extend a method...

Journal: :Foundations of Computational Mathematics 2021

Abstract This paper studies the saddle point problem of polynomials. We give an algorithm for computing points. It is based on solving Lasserre’s hierarchy semidefinite relaxations. Under some genericity assumptions defining polynomials, we show that: (i) if there exists a point, our can get one by finite Lasserre-type relaxations; (ii) no detect its nonexistence.

Journal: :Numerische Mathematik 2013

2014
Aharon Ben-Tal

One of the most attractive recent approaches to processing well-structured large-scale convex optimization problems is based on smooth convex-concave saddle point reformulation of the problem of interest and solving the resulting problem by a fast First Order saddle point method utilizing smoothness of the saddle point cost function. In this paper, we demonstrate that when the saddle point cost...

Journal: :Computers & Mathematics with Applications 2013

Journal: :Math. Oper. Res. 2015
Aharon Ben-Tal Arkadi Nemirovski

One of the most attractive recent approaches to processing well-structured large-scale convex optimization problems is based on smooth convex-concave saddle point reformulation of the problem of interest and solving the resulting problem by a fast first order saddle point method utilizing smoothness of the saddle point cost function. In this paper, we demonstrate that when the saddle point cost...

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