A gradient method for the modified Lagrange function

DOI10.1016/0041-5553(79)90066-1MaRDI QIDQ3867063zbMATH OpenOpenAlexFDO

Authors G. D. Majstrovskij

Publication date 1980

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(79)90066-1

zbMATH Keywords

convex programming problemgradient methodmodified Lagrange functionrate of convergencesaddle point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of reduced gradient type (90C52)

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