Geodesic
A gradient method for the modified Lagrange function
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 19 (1979) no. 1, pp. 56-69 Cet article a éte moissonné depuis la source Math-Net.Ru

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A gradient method with an adaptive procedure for choosing the step length is applied to search for the saddle point of the modified Lagrange function of a convex programming problem. It is shown that the process is convergent to a saddle point. when sufficient conditions for a strict regular maximum are satisfied, the rate of convergence is exponential. 
@article{ZVMMF_1979_19_1_a5,
     author = {G. D. Maistrovskii},
     title = {A~gradient method for the modified {Lagrange} function},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {56--69},
     year = {1979},
     volume = {19},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_1_a5/}
}
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G. D. Maistrovskii. A gradient method for the modified Lagrange function. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 19 (1979) no. 1, pp. 56-69. http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_1_a5/