Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 19 (1979) no. 1, pp. 56-69
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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/
@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/}
}
TY - JOUR
AU - G. D. Maistrovskii
TI - A gradient method for the modified Lagrange function
JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY - 1979
SP - 56
EP - 69
VL - 19
IS - 1
UR - http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_1_a5/
LA - ru
ID - ZVMMF_1979_19_1_a5
ER -
%0 Journal Article
%A G. D. Maistrovskii
%T A gradient method for the modified Lagrange function
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1979
%P 56-69
%V 19
%N 1
%U http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_1_a5/
%G ru
%F ZVMMF_1979_19_1_a5
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.
