A continuous algorithm for finding the saddle points of convex-concave functions

MaRDI QIDQ797134zbMATH OpenFDO

Authors V. I. Venets

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

convergencealgorithmconvex-concave functionsaddle points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Optimality conditions for minimax problems (49K35) Methods of reduced gradient type (90C52) Duality theory (optimization) (49N15)

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Cited in

(11)

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• Monotone algorithm for seeking saddle point of unsmooth function
• An interior point algorithm for computing saddle points of constrained continuous minimax
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