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Two general methods for computing saddle points with applications for decomposing convex programming problems

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Abstract

Two general methods are presented for computing saddle points in finite dimensional spaces. One of these methods is related to the column method given by Dantzig and Wolfe and also to an algorithm given recently by Rockafellar and Wets. The other method is a modification of the above in a more symmetric way. The principal application of these methods is to give new decomposition methods for solving separable convex programming.

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Authors and Affiliations

  1. Département de Mathématiques Appliquées, Université de Clermont II, B.P. No. 45, 63170, Aubière, France

    A. Auslender

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  1. A. Auslender
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Communicated by J. Stoer

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Auslender, A. Two general methods for computing saddle points with applications for decomposing convex programming problems. Appl Math Optim 13, 79–95 (1985). https://doi.org/10.1007/BF01442200

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  • DOI: https://doi.org/10.1007/BF01442200

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