A continuous algorithm for finding the saddle points of convex-concave functions
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The problem considered in this paper is the one of finding the saddle points of a convex-concave function defined on a product of convex and closed subsets of Euclidean spaces. The algorithm presented is a conceptual one. The system of subdifferential equations (inclusions) for saddle points is given. Stability conditions for this system are discussed and stability is established pointing out the convergence of the algorithm.
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