Monotone algorithm for seeking saddle point of unsmooth function

DOI10.1007/BF01078057MaRDI QIDQ3340509zbMATH OpenOpenAlexFDO

Authors Sergei V. Rzhevskii

Publication date 1982

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01078057

zbMATH Keywords

computation of saddle pointsconvex-concave nonsmooth functiondescent directionsepsilon-subgradientmonotone algorithmnonsmooth functions

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) 2-person games (91A05)

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Cites work

• A Descent Numerical Method for Optimization Problems with Nondifferentiable Cost Functionals
• Integrals which are convex functionals

Cited in

(1)

• Generalized gradient method for the determination of (?+?, ?+?)-saddle points

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