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Monotone \(\varepsilon\)-subgradient method for finding saddle points of convex-concave functions - MaRDI portal

Monotone \(\varepsilon\)-subgradient method for finding saddle points of convex-concave functions

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Publication:1333702

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zbMath0816.90110MaRDI QIDQ1333702

Sergei V. Rzhevskii

Publication date: 5 October 1994

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

saddle-point problems generalized gradient descent intercepting hyperplane monotone \(\varepsilon\)-subgradient method nonsmooth convex SPP

Mathematics Subject Classification ID

Convex programming (90C25) Nonsmooth analysis (49J52) 2-person games (91A05)

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