Bonettini, Silvia; Ruggiero, Valeria - In: Computational Optimization and Applications 59 (2014) 3, pp. 511-540
In this work we analyze a first order method especially tailored for smooth saddle point problems, based on an alternating extragradient scheme. The proposed method is based on three successive projection steps, which can be computed also with respect to non Euclidean metrics. The stepsize...