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Zh. Vychisl. Mat. Mat. Fiz., 2009, Volume 49, Number 1, Pages 26–50 (Mi zvmmf51)  

New modifications of the generalized saddle version of the level method

N. A. Sokolov

Central Economics and Mathematics Institute, pr. Nakhimovskii 47, Moscow, 117418, Russia

Abstract: New modifications are proposed for the iterative method that seeks a saddle point of a convex-concave function whose efficient set is contained in the Cartesian product of polyhedra. The convergence rate of these modifications is estimated.

Key words: convex-concave function, saddle point, level method.

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English version:
Computational Mathematics and Mathematical Physics, 2009, 49:1, 23–46

Bibliographic databases:

UDC: 519.658
Received: 26.02.2008

Citation: N. A. Sokolov, “New modifications of the generalized saddle version of the level method”, Zh. Vychisl. Mat. Mat. Fiz., 49:1 (2009), 26–50; Comput. Math. Math. Phys., 49:1 (2009), 23–46

Citation in format AMSBIB
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\vol 49
\issue 1
\pages 26--50
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  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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