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Existence of solutions of saddle point problems on a class of convex sets

Jianhua Li, Yushu Lv

Abstract



In this paper, by we propose a globally convergent algorithm for solving saddle point problems on a class of convex sets. Under suitable assumptions, we obtain the global convergence results of this algorithm and thus obtain the existence of a smooth path. By tracking this path, we can get the solution point of saddle point problems. We also analyze the implementation of the algorithm proposed in this paper in practice.

Keywords


saddle point problems, global convergence, solution point.

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