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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1979, Volume 19, Number 1, Pages 56–69 (Mi zvmmf5443)  
A gradient method for the modified Lagrange function

G. D. Maistrovskii

Khar'kov
Full-text PDF (1326 kB)
Abstract: A gradient method with an adaptive procedure for choosing the step length is applied to search for the saddle point of the modified Lagrange function of a convex programming problem. It is shown that the process is convergent to a saddle point. when sufficient conditions for a strict regular maximum are satisfied, the rate of convergence is exponential.
Received: 04.10.1977
English version:
USSR Computational Mathematics and Mathematical Physics, 1979, Volume 19, Issue 1, Pages 57–71
DOI: https://doi.org/10.1016/0041-5553(79)90066-1
Bibliographic databases:
Document Type: Article
UDC: 519, 517.988.8
MSC: Primary 65K05; Secondary 90C52, 90C25
Language: Russian
Citation: G. D. Maistrovskii, “A gradient method for the modified Lagrange function”, Zh. Vychisl. Mat. Mat. Fiz., 19:1 (1979), 56–69; U.S.S.R. Comput. Math. Math. Phys., 19:1 (1979), 57–71
Citation in format AMSBIB
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\by G.~D.~Maistrovskii
\paper A~gradient method for the modified Lagrange function
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1979
\vol 19
\issue 1
\pages 56--69
\mathnet{http://mi.mathnet.ru/zvmmf5443}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=525466}
\zmath{https://zbmath.org/?q=an:0406.65032}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1979
\vol 19
\issue 1
\pages 57--71
\crossref{https://doi.org/10.1016/0041-5553(79)90066-1}
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