An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax.
Stanislav ZakovicCostas C. PantelidesBerç RustemPublished in: Ann. Oper. Res. (2000)
Keyphrases
- interior point algorithm
- saddle point
- primal dual
- saddle points
- linear programming
- discrete space
- linear program
- interior point methods
- variational inequalities
- convex optimization
- convergence rate
- scale space
- approximation algorithms
- semidefinite programming
- simplex method
- critical points
- special case
- penalty function
- discrete data
- interior point
- worst case
- multicriteria optimization
- dynamic programming