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On the convergence of conditional [var epsilon]-subgradient methods for convex programs and convex-concave saddle-point problems

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  • Larsson, Torbjorn
  • Patriksson, Michael
  • Stromberg, Ann-Brith

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  • Larsson, Torbjorn & Patriksson, Michael & Stromberg, Ann-Brith, 2003. "On the convergence of conditional [var epsilon]-subgradient methods for convex programs and convex-concave saddle-point problems," European Journal of Operational Research, Elsevier, vol. 151(3), pages 461-473, December.
    • Handle: RePEc:eee:ejores:v:151:y:2003:i:3:p:461-473
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    References listed on IDEAS

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    1. X. Zhao & P.B. Luh, 2002. "New Bundle Methods for Solving Lagrangian Relaxation Dual Problems," Journal of Optimization Theory and Applications, Springer, vol. 113(2), pages 373-397, May.
    2. M. V. Solodov & S. K. Zavriev, 1998. "Error Stability Properties of Generalized Gradient-Type Algorithms," Journal of Optimization Theory and Applications, Springer, vol. 98(3), pages 663-680, September.
    3. Larsson, Torbjorn & Patriksson, Michael & Stromberg, Ann-Brith, 1996. "Conditional subgradient optimization -- Theory and applications," European Journal of Operational Research, Elsevier, vol. 88(2), pages 382-403, January.
    4. X. Zhao & P. B. Luh & J. Wang, 1999. "Surrogate Gradient Algorithm for Lagrangian Relaxation," Journal of Optimization Theory and Applications, Springer, vol. 100(3), pages 699-712, March.
    5. Correa Romar, 2014. "Mathematical Foci," Mathematical Economics Letters, De Gruyter, vol. 2(1-2), pages 5-11, August.
    6. Markku Kallio & Charles H. Rosa, 1999. "Large-Scale Convex Optimization Via Saddle Point Computation," Operations Research, INFORMS, vol. 47(1), pages 93-101, February.
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    Cited by:

    1. Junhong Lin & Lorenzo Rosasco & Silvia Villa & Ding-Xuan Zhou, 2018. "Modified Fejér sequences and applications," Computational Optimization and Applications, Springer, vol. 71(1), pages 95-113, September.
    2. Torbjörn Larsson & Michael Patriksson, 2006. "Global Optimality Conditions for Discrete and Nonconvex Optimization---With Applications to Lagrangian Heuristics and Column Generation," Operations Research, INFORMS, vol. 54(3), pages 436-453, June.

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