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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2020, Volume 60, Number 2, Pages 221–233
DOI: https://doi.org/10.31857/S0044466920020118 (Mi zvmmf11032) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Projection generalized two-point extragradient quasi-Newton method for saddle-point and other problems

V. G. Malinov

Ulyanovsk State University, Ulyanovsk, 432000 Russia
Citations (1)
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DOI: https://doi.org/10.31857/S0044466920020118
Abstract: A method for solving saddle-point and other problems is proposed whereby saddle points are found for a convex-concave continuously differentiable function with Lipschitz partial gradients defined on a convex closed subset of Euclidean space. The convergence of the method and its convergence rate estimate are proved using convex analysis tools without assuming that the function is strongly convex-concave.
Key words: convex-concave function, saddle point problem, projection generalized two-point extragradient quasi-Newton method.
Received: 20.12.2018
Revised: 15.07.2019
Accepted: 17.10.2019
English version:
Computational Mathematics and Mathematical Physics, 2020, Volume 60, Issue 2, Pages 227–239
DOI: https://doi.org/10.1134/S0965542520020104
Bibliographic databases:
Document Type: Article
UDC: 519.85
Language: Russian
Citation: V. G. Malinov, “Projection generalized two-point extragradient quasi-Newton method for saddle-point and other problems”, Zh. Vychisl. Mat. Mat. Fiz., 60:2 (2020), 221–233; Comput. Math. Math. Phys., 60:2 (2020), 227–239
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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