IDEAS home Printed from
   My bibliography  Save this paper

Perturbation Methods for Saddle Point Computation


  • M.J. Kallio
  • A. Ruszczynski


A general class of iterative methods for saddle point seeking is developed. The directions used are subgradients evaluated at perturbed points. Convergence of the methods is proved and alternative strategies for implementation are discussed. The procedure suggests scalable algorithms for solving large-scale linear programs via saddle points. For illustration, some encouraging tests with the standard Lagrangian of linear programs from the Netlib library are reported.

Suggested Citation

  • M.J. Kallio & A. Ruszczynski, 1994. "Perturbation Methods for Saddle Point Computation," Working Papers wp94038, International Institute for Applied Systems Analysis.
  • Handle: RePEc:wop:iasawp:wp94038

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. M.J. Kallio & A. Ruszczynski, 1994. "Parallel Solution of Linear Programs Via Nash Equilibria," Working Papers wp94015, International Institute for Applied Systems Analysis.
    2. A. Ruszczynski, 1994. "A Partial Regularization Method for Saddle Point Seeking," Working Papers wp94020, International Institute for Applied Systems Analysis.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Flam, Sjur & Ruszczynski, A., 2006. "Computing Normalized Equilibria in Convex-Concave Games," Working Papers 2006:9, Lund University, Department of Economics.
    2. S.D. Flam & A. Ruszczynski, 1994. "Noncooperative Convex Games: Computing Equilibrium By Partial Regularization," Working Papers wp94042, International Institute for Applied Systems Analysis.
    3. M.J. Kallio & C.H. Rosa, 1994. "Large-Scale Convex Optimization via Saddle Point Computation," Working Papers wp94107, International Institute for Applied Systems Analysis.
    4. repec:spr:joptap:v:142:y:2009:i:1:d:10.1007_s10957-009-9522-7 is not listed on IDEAS
    5. Maarit Kallio & Markku Kallio, 2002. "Nonparametric Methods for Evaluating Economic Efficiency and Imperfect Competition," Journal of Productivity Analysis, Springer, vol. 18(2), pages 171-189, September.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wop:iasawp:wp94038. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.