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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2022, Volume 62, Number 5, Pages 777–789
DOI: https://doi.org/10.31857/S0044466922050088 (Mi zvmmf11396) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Optimal control

Continuous projection generalized extra-gradient quasi-Newton second-order method for solving saddle point problems

V. G. Malinov

Ulyanovsk State University, 432000, Ulyanovsk, Russia
Citations (1)
DOI: https://doi.org/10.31857/S0044466922050088
Abstract: The paper presents a study of a method for solving saddle point problems for convex-concave smooth functions with Lipschitz partial gradients on a convex closed subset of a finite-dimensional Euclidean space. The convergence and exponential convergence rate of the method are proved using convex analysis.
Key words: convex-concave function, saddle point problem, continuous projection generalized extra-gradient quasi-Newton method.
Received: 16.09.2020
Revised: 04.10.2021
Accepted: 14.01.2022
English version:
Computational Mathematics and Mathematical Physics, 2022, Volume 62, Issue 5, Pages 753–765
DOI: https://doi.org/10.1134/S0965542522050086
Bibliographic databases:
Document Type: Article
UDC: 519.85
Language: Russian
Citation: V. G. Malinov, “Continuous projection generalized extra-gradient quasi-Newton second-order method for solving saddle point problems”, Zh. Vychisl. Mat. Mat. Fiz., 62:5 (2022), 777–789; Comput. Math. Math. Phys., 62:5 (2022), 753–765
Citation in format AMSBIB
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\by V.~G.~Malinov
\paper Continuous projection generalized extra-gradient quasi-Newton second-order method for solving saddle point problems
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2022
\vol 62
\issue 5
\pages 777--789
\mathnet{http://mi.mathnet.ru/zvmmf11396}
\crossref{https://doi.org/10.31857/S0044466922050088}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4442647}
\elib{https://elibrary.ru/item.asp?id=48506051}
\transl
\jour Comput. Math. Math. Phys.
\yr 2022
\vol 62
\issue 5
\pages 753--765
\crossref{https://doi.org/10.1134/S0965542522050086}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85132191351}
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  • https://www.mathnet.ru/eng/zvmmf/v62/i5/p777
    • 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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