Solving large-scale minimax problems with the primal—dual steepest descent algorithm
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چکیده
منابع مشابه
Solving large-scale minimax problems with the primal-dual steepest descent algorithm
This paper shows that the primal-dual steepest descent algorithm developed Zhu and Rockafellar for large-scale extended linear-quadratic programming can be used in solving constrained minimax problems related to a general C 2 saddle function. It is proved that the algorithm converges linearly from the very beginning of the iteration if the related saddle function is strongly convex-concave unif...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1995
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01585771