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Academic Journal

Convergence of a Piggyback-style method for the differentiation of solutions of standard saddle-point problems

Subjects: First-order methods; saddle-point problems; differentiation

  • Source: EISSN: 2577-0187 ; SIAM Journal on Mathematics of Data Science ; https://hal.science/hal-03516542 ; SIAM Journal on Mathematics of Data Science, 2022, 4 (3), pp.1003-1030. ⟨10.1137/21M1455887⟩ ;

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Academic Journal

Convergence of a Piggyback-style method for the differentiation of solutions of standard saddle-point problems

Subjects: First-order methods; saddle-point problems; differentiation

  • Source: EISSN: 2577-0187 ; SIAM Journal on Mathematics of Data Science ; https://hal.science/hal-03516542 ; SIAM Journal on Mathematics of Data Science, 2022, 4 (3), pp.1003-1030. ⟨10.1137/21M1455887⟩ ;

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Academic Journal

Efficient preconditioners for solving dynamical optimal transport via interior point methods

Subjects: Optimal transport; Benamou-Brenier formulation; Saddle point problem

  • Source: ISSN: 1064-8275 ; SIAM Journal on Scientific Computing ; https://inria.hal.science/hal-03766668 ; SIAM Journal on Scientific Computing, In press.

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