A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems

Michel Baes, Michael Bürgisser, Arkadi Nemirovski. A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems. SIAM Journal on Optimization, 23(2):934-962, 2013. [doi]

Abstract

Abstract is missing.