Search Results - subject:"Saddle point problem"

Decentralized saddle-point problems with different constants of strong convexity and strong concavity

Metelev, Dmitry; Rogozin, Alexander; Gasnikov, Alexander; … - In: Computational management science 21 (2024) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10014442609

Distributionally robust optimization with correlated data from vector autoregressive processes

Dou, Xialiang; Anitescu, Mihai - In: Operations research letters 47 (2019) 4, pp. 294-299

Persistent link: https://www.econbiz.de/10012103267

Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework

Zhang, Xianyang - In: Journal of econometrics 193 (2016) 1, pp. 123-146

Persistent link: https://www.econbiz.de/10011704780

Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach

Gu, Guoyong; He, Bingsheng; Yuan, Xiaoming - In: Computational Optimization and Applications 59 (2014) 1, pp. 135-161

: the convex minimization problem with linear constraints and a generic or separable objective function, and a saddle-point … problem. We treat these two classes of problems uniformly by a mixed variational inequality, and show how the application of …

Persistent link: https://www.econbiz.de/10010937793

An alternating extragradient method with non euclidean projections for saddle point problems

Bonettini, Silvia; Ruggiero, Valeria - In: Computational Optimization and Applications 59 (2014) 3, pp. 511-540

In this work we analyze a first order method especially tailored for smooth saddle point problems, based on an alternating extragradient scheme. The proposed method is based on three successive projection steps, which can be computed also with respect to non Euclidean metrics. The stepsize...

Persistent link: https://www.econbiz.de/10011151827

Saddle points for vector valued functions: existence, necessary and sufficient theorems

Duca, Dorel; Lupsa, Liana - In: Journal of Global Optimization 53 (2012) 3, pp. 431-440

Persistent link: https://www.econbiz.de/10010557850