Monotone algorithm for seeking saddle point of unsmooth function

DOI10.1007/BF01078057zbMath0548.90066OpenAlexW2053521367MaRDI QIDQ3340509

Sergei V. Rzhevskii

Publication date: 1982

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01078057

zbMATH Keywords

epsilon-subgradientnonsmooth functionsdescent directionsmonotone algorithmcomputation of saddle pointsconvex-concave nonsmooth function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) 2-person games (91A05) Numerical methods based on nonlinear programming (49M37)

Cites Work

• Integrals which are convex functionals
• A Descent Numerical Method for Optimization Problems with Nondifferentiable Cost Functionals

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