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.
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Original Russian Text © N.A. Sokolov, 2009, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2009, Vol. 49, No. 1, pp. 26–50.
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Sokolov, N.A. New modifications of the generalized saddle version of the level method. Comput. Math. and Math. Phys. 49, 23–46 (2009). https://doi.org/10.1134/S0965542509010035
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DOI: https://doi.org/10.1134/S0965542509010035