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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1990, Volume 30, Number 4, Pages 491–500 (Mi zvmmf3275)  
This article is cited in 7 scientific papers (total in 7 papers)

The method of generalized stochastic gradient for solving minimax problems with constrained variables

S. K. Zavriev, A. G. Perevozchikov

Moscow
Full-text PDF (1090 kB) Citations (7)
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Abstract: Minimax problems with constrained variables are considered. It is shown that under specified assumptions the internal maximum function is differentiable in the sense of Clarke and regular. The method of generalized stochastic gradient is proposed to minimize the function in the presence of constraints. It is shown how the parameters of the method can be made consistent with the convergence of a “diagonal” procedure of the Arrow-Hurewicz type in the case where the internal maximization problem is concave. .
Received: 28.03.1989
Revised: 01.11.1989
English version:
USSR Computational Mathematics and Mathematical Physics, 1990, Volume 30, Issue 2, Pages 98–105
DOI: https://doi.org/10.1016/0041-5553(90)90084-6
Bibliographic databases:
Document Type: Article
UDC: 519.856
MSC: Primary 90C15; Secondary 90C30, 49J35, 90-08, 65K05
Language: Russian
Citation: S. K. Zavriev, A. G. Perevozchikov, “The method of generalized stochastic gradient for solving minimax problems with constrained variables”, Zh. Vychisl. Mat. Mat. Fiz., 30:4 (1990), 491–500; U.S.S.R. Comput. Math. Math. Phys., 30:2 (1990), 98–105
Citation in format AMSBIB
\Bibitem{ZavPer90}
\by S.~K.~Zavriev, A.~G.~Perevozchikov
\paper The method of generalized stochastic gradient for solving minimax problems with constrained variables
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1990
\vol 30
\issue 4
\pages 491--500
\mathnet{http://mi.mathnet.ru/zvmmf3275}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1055812}
\zmath{https://zbmath.org/?q=an:0708.90061}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1990
\vol 30
\issue 2
\pages 98--105
\crossref{https://doi.org/10.1016/0041-5553(90)90084-6}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:50
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