An interior point method for constrained saddle point problems

Computational and Applied Mathematics

Volumn 23, Issue 1, 2004, Pages 1-31

  Iusem, Alfredo N ^a   Kallio, Markku ^b  

^a IMPA   (Brazil)

^b HELSINKI SCHOOL OF ECONOMICS   (Finland)

Author keywords

Bregman distances; Interior point methods; Linear programming; Saddle point problems; Variational inequalities

Indexed keywords

ITERATIVE METHODS; LINEAR SYSTEMS; MATRIX ALGEBRA; SET THEORY; VARIATIONAL TECHNIQUES; VECTORS;

'CURRENT; BREGMAN; BREGMAN DISTANCES; CONVEX SET; FEASIBLE SET; INTERIOR-POINT METHOD; LINEAR-PROGRAMMING; NON-EMPTY INTERIOR; SADDLE POINT PROBLEMS; VARIATIONAL INEQUALITIES;

LINEAR PROGRAMMING;

EID: 77955204556     PISSN: 22383603     EISSN: 18070302     Source Type: Journal    
DOI: 10.1590/S0101-82052004000100001     Document Type: Article

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