全球智库信息集成服务系统(G2TT): Perturbation Methods for Saddle Point Computation.

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来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Perturbation Methods for Saddle Point Computation.
	Kallio MJ; Ruszczynski A
发表日期	1994
出版者	IIASA, Laxenburg, Austria: WP-94-038
出版年	1994
语种	英语
摘要	A general class of iterative methods for saddle point seeking is developed. The directions used are subgradients evaluated at perturbed points. Convergence of the methods is proved and alternative strategies for implementation are discussed. The procedure suggests scalable algorithms for solving large-scale linear programs via saddle points. For illustration, some encouraging tests with the standard Lagrangian of linear programs from the Netlib library are reported.
主题	Optimization under Uncertainty (OPT)
URL	http://pure.iiasa.ac.at/id/eprint/4171/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124286
推荐引用方式 GB/T 7714	Kallio MJ,Ruszczynski A. Perturbation Methods for Saddle Point Computation.. 1994.