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A continuous algorithm for finding the saddle points of convex-concave functions. (English. Russian original) Zbl 0545.49016
Autom. Remote Control 45, 34-38 (1984); translation from Avtom. Telemekh. 1984, No. 1, 42-47 (1984).
The problem considered in this paper is the one of finding the saddle points of a convex-concave function defined on a product of convex and closed subsets of Euclidean spaces. The algorithm presented is a conceptual one. The system of subdifferential equations (inclusions) for saddle points is given. Stability conditions for this system are discussed and stability is established pointing out the convergence of the algorithm.
Reviewer: V.Arnăutu

90C52 Methods of reduced gradient type
49K35 Optimality conditions for minimax problems
90C30 Nonlinear programming
49N15 Duality theory (optimization)
65K05 Numerical mathematical programming methods