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Avtomatika i Telemekhanika, 1984, Issue 1, Pages 42–47 (Mi at4576)  
Deterministic Systems

Continuous algorithm for finding the saddle points of a convex-concave function specified on a subset

V. I. Venets

Moscow
Full-text PDF (1100 kB)
Abstract: A continuous algorithm is proposed whereby the saddle points are found of convexconcave functions specified on a subset of the Euclidean space for the case where the functions are not assumed to be continuosly differentiable. The algorithm is represented as a system of differential inclusions. The asymptotic properties of the algorithm are studied with the aid of tools from convex analysis, the theory of monotone operators, and the direct Lyapunov method.

Received: 17.03.1982
Bibliographic databases:
Document Type: Article
UDC: 62-506.1
Language: Russian
Citation: V. I. Venets, “Continuous algorithm for finding the saddle points of a convex-concave function specified on a subset”, Avtomat. i Telemekh., 1984, no. 1, 42–47; Autom. Remote Control, 45:1 (1984), 34–38
Citation in format AMSBIB
\Bibitem{Ven84}
\by V.~I.~Venets
\paper Continuous algorithm for finding the saddle points of a convex-concave function specified on a subset
\jour Avtomat. i Telemekh.
\yr 1984
\issue 1
\pages 42--47
\mathnet{http://mi.mathnet.ru/at4576}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=750183}
\zmath{https://zbmath.org/?q=an:0545.49016}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 1
\pages 34--38
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