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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 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
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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.
Received: 26.02.2008
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 1, Pages 23–46
DOI: https://doi.org/10.1134/S0965542509010035
Bibliographic databases:
Document Type: Article
UDC: 519.658
Language: Russian
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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