Generalized block triangular preconditioner for symmetric saddle point problems
- Interior projection-like methods for monotone variational inequalities. Auslender, Alfred; Teboulle, Marc // Mathematical Programming;Sep2005, Vol. 104 Issue 1, p39
We propose new interior projection type methods for solving monotone variational inequalities. The methods can be viewed as a natural extension of the extragradient and hyperplane projection algorithms, and are based on using non Euclidean projection-like maps. We prove global convergence...
- On Approximate Representation of Periodic Motions at a Saddle Point. Martynyuk, A. A.; Nikitina, N. V. // International Applied Mechanics;Sep2002, Vol. 38 Issue 9, p1138
The results of a qualitative analysis of a bistable oscillator are applied to the approximate integration of a system with a closed trajectory about a saddle point.
- A short note on the Q-linear convergence of the steepest descent method. Ya-xiang Yuan // Mathematical Programming;Jun2010, Vol. 123 Issue 2, p339
This short note gives the sharp bound for the Q-linear convergence rate of the iterates generated by the steepest descent method with exact line searches when the objective function is strictly convex quadratic.
- Stable smoothing method for solving a model mechanical problem with friction. Kushniruk, N. N.; Namm, R. V.; Tkachenko, A. S. // Computational Mathematics & Mathematical Physics;Jun2011, Vol. 51 Issue 6, p965
solution algorithm with a modified Lagrangian functional is studied as applied to a semicoercive model problem with friction.
- Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games. Artem'eva, L. // Computational Mathematics & Mathematical Physics;Apr2012, Vol. 52 Issue 4, p495
A two-person saddle-point game with approximately given input data is examined. Since, in games of this type, the search for an equilibrium point is unstable with respect to perturbations in the input data, two variants of the regularized extragradient method are proposed. Their convergence is...
- Extraproximal method for solving two-person saddle-point games. Antipin, A.; Artem'eva, L.; Vasil'ev, F. // Computational Mathematics & Mathematical Physics;Sep2011, Vol. 51 Issue 9, p1472
An equilibrium model is proposed for a two-person saddle-point game with partially coincident or conflicting interests. Meaningful interpretations of such a game are discussed. Three variants of the extraproximal method for finding an equilibrium point are proposed, and their convergence is proved.
- Saddlepoint approximations as smoothers. Davison, A. C.; Suojin Wang // Biometrika;Dec2002, Vol. 89 Issue 4, p933
This note investigates the sense in which saddlepoint approximations act as smoothers of discrete distributions. The discrete problem is embedded in a continuous model that closely matches it on the discrete sample space, with saddlepoint approximation yielding an inference that is almost exact...
- Tail probability approximations for Student's t-statistics. Wang Zhou; Bing-Yi Jing // Probability Theory & Related Fields;Dec2006, Vol. 136 Issue 4, p541
In this paper, we derive saddlepoint approximations for Student's t-statistics for strongly nonlattice random variables without moment conditions. Under very mild conditions, we show that saddlepoint equations always have solutions.
- Hybridization of Adaptive Differential Evolution and Two Local Search Techniques with a Restart Strategy: Some Preliminary Experimental Results. Khanum, Rashida Adeeb; Salhi, Abdellah; Jan, Muhammad Asif // Annual International Conference on Advanced Topics in Artificial;2012, p62
Classical optimization methods like Steepest Descent Method (SDM) and Broyden-Fletcher-Goldfarb-Shanno (BFGS) can solve many optimization problems. However, in case of new complex optimization problems (e.g., CEC2005 and CEC2010) with many local optima, they usually do not find the global...