On Convergence of the Arrow–Hurwicz Method for Saddle Point Problems
Bingsheng He, Shengjie Xu, Xiaoming Yuan
Topics & Concepts
Saddle pointMathematicsConvergence (economics)SaddleMathematical optimizationArrowConvexityRate of convergenceCounterexampleApplied mathematicsComputer scienceDiscrete mathematicsGeometryEconomic growthEconomicsComputer networkProgramming languageChannel (broadcasting)Financial economicsSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms ResearchStochastic Gradient Optimization Techniques