This article is cited in 1 paper

Optimal control

Continuous projection generalized extra-gradient quasi-Newton second-order method for solving saddle point problems

V. G. Malinov

Ulyanovsk State University, 432000, Ulyanovsk, Russia

Abstract: The paper presents a study of a method for solving saddle point problems for convex-concave smooth functions with Lipschitz partial gradients on a convex closed subset of a finite-dimensional Euclidean space. The convergence and exponential convergence rate of the method are proved using convex analysis.

Key words: convex-concave function, saddle point problem, continuous projection generalized extra-gradient quasi-Newton method.

UDC: 519.85

Received: 16.09.2020
Revised: 04.10.2021
Accepted: 14.01.2022

DOI: 10.31857/S0044466922050088

 English version: Computational Mathematics and Mathematical Physics, 2022, 62:5, 753–765

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