SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA

Golshtein, Evgeny

RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

ISSN (Print) 0424-7388

ISSN (Online) 3034-6177

SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA

PII

S042473880000616-6-1

DOI

10.7868/S0000616-6-1

Publication type

Article

Status

Published

Authors

Evgeny Golshtein

Volume/ Edition

Volume / Issue №3

Pages

127-132

Abstract

An Oracle-type method for finding the saddle point of a convex-concave Lipschitz function in the presence of errors in the Oracle responses is described. Requirements for Oracle errors are set. If these requirements are met, the method allows you to find the Entire saddle point of the function under study for a fixed e > 0. an upper bound is obtained for the number of iterations required to calculate the e-saddle point.

Keywords

Date of publication

01.07.2007

Year of publication

2007

Number of purchasers

Views

871

References

GOST	Golshtein E. SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA // Economics and the Mathematical Methods. – 2007. – Issue №3 C. 127-132 .
MLA	Golshtein, Evgeny "SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA." Economics and the Mathematical Methods. 3 (2007).:127-132.
APA	Golshtein E. (2007). SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA. Economics and the Mathematical Methods. no. 3, pp.127-132

RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA

You can

References

Indexing

RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA

You can

References

Indexing

Via social network