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| Author: | Kallio, M. Rosa, C. |
| Title: | Large-scale convex optimization via saddle point computation |
| Journal: | Operations Research
1999 : JAN/FEB, VOL 47:1, p. 93 - 101 |
| Index terms: | Nonlinear programming Convex programming Optimization |
| Language: | eng |
| Abstract: | Large-scale convex programs are often used for model planning problems in finance and economics. However optimization problems usually appear when using these models. This is mainly because of the degree of nonlinearity of the models. This article proposes a solution algorithm for obtaining saddle points of the standard Lagrangian of a convex program. |
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