Deterministic Systems

Continuous algorithm for finding the saddle points of a convex-concave function specified on a subset

V. I. Venets

Moscow

Abstract: A continuous algorithm is proposed whereby the saddle points are found of convexconcave functions specified on a subset of the Euclidean space for the case where the functions are not assumed to be continuosly differentiable. The algorithm is represented as a system of differential inclusions. The asymptotic properties of the algorithm are studied with the aid of tools from convex analysis, the theory of monotone operators, and the direct Lyapunov method.

UDC: 62-506.1


Received: 17.03.1982

 English version: Automation and Remote Control, 1984, 45:1, 34–38

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