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A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization

✍ Scribed by A. Ouorou

Book ID
110267625
Publisher
Springer US
Year
2000
Tongue
English
Weight
102 KB
Volume
15
Category
Article
ISSN
0926-6003

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This paper considers dynamic laws that seek a saddle point of a function of two vector variables, by moving each in the direction of the corresponding partial gradient. This method has old roots in the classical work of Arrow, Hurwicz and Uzawa on convex optimization, and has seen renewed interest w