Search Results - subject:"saddle points"

Some investigations on saddle points of the lagrangian function

Giorgi, Giorgio - 2024

Persistent link: https://www.econbiz.de/10015325260

On nondegenerate M-stationary points for sparsity constrained nonlinear optimization

Lämmel, S.; Shikhman, V. - In: Journal of Global Optimization 82 (2021) 2, pp. 219-242

. The appearance of such saddle points cannot be thus neglected from the perspective of global optimization. Due to the … the relatively involved structure of saddle points is the source of well-known difficulty if solving SCNO to global …

Persistent link: https://www.econbiz.de/10014501331

Doubly reflected BSDEs and epsilon f-Dynkin games: Beyond the right-continuous case

Grigorova, Miryana; Imkeller, Peter; Quenez, Marie-Claire; … - 2018

We formulate a notion of doubly reflected BSDE in the case where the barriers xi and zeta do not satisfy any regularity assumption. Under a technical assumption (a Mokobodzki-type condition), we show existence and uniqueness of the solution. In the case where xi is right upper-semicontinuous and...

Persistent link: https://www.econbiz.de/10012042137

Doubly reflected BSDEs and epsilon f-Dynkin games : beyond the right-continuous case

Grigorova, Miryana; Imkeller, Peter; Quenez, Marie-Claire; … - 2018

Persistent link: https://www.econbiz.de/10011892215

A Full Characterization on Fixed-Point Theorem, Minimax Inequality, Saddle Point, and KKM Theorem

Tian, Guoqiang - Volkswirtschaftliche Fakultät, … - 2012

This paper provides necessary and sufficient conditions for fixed-point theorems, minimax inequalities and some related theorems defined on arbitrary topological spaces that may be discrete, continuum, non-compact or non-convex. We establish a single condition, γ-recursive transfer lower...

Persistent link: https://www.econbiz.de/10011109192

Recursive Contracts

Marcet, Albert; Marimon, Ramon - Department of Economics, European University Institute - 2011

We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization sup problems non-recursive. Our approach consists of studying a recursive Lagrangian. Under standard general conditions, there is a...

Persistent link: https://www.econbiz.de/10009018173

Barrier subgradient method

NESTEROV, Y. - Center for Operations Research and Econometrics (CORE), … - 2008

In this paper we develop a new primal-dual subgradient method for nonsmooth convex optimization problems. This scheme is based on a self-concordant barrier for the basic feasible set. It is suitable for finding approximate solutions with certain relative accuracy. We discuss some applications of...

Persistent link: https://www.econbiz.de/10005065359

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - 2006

saddle points of that function. This feature is exploited to design computational algorithms for finding such equilibria. To …

Persistent link: https://www.econbiz.de/10013208501

Computing Normalized Equilibria in Convex-Concave Games

Flåm, Sjur Didrik; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2006

saddle points of that function. This feature is exploited to design computational algorithms for finding such equilibria. To …-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to design …- variational inequalities, exact penalty, subgradient projection, proximal point algorithm, partial regularization, saddle points …

Persistent link: https://www.econbiz.de/10008925668

Primal-dual subgradient methods for convex problems

NESTEROV, Yu. - Center for Operations Research and Econometrics (CORE), … - 2005

In this paper we present a new approach for constructing subgradient schemes for different types of nonsmooth problems with convex structure. Our methods are primaldual since they are always able to generate a feasible approximation to the optimum of an appropriately formulated dual problem....

Persistent link: https://www.econbiz.de/10005043237