SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA
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SADDLE-POINT METHOD THAT USES INACCURATE SOURCE DATA
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Evgeny Golshtein 
Edition
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.
Date of publication
01.07.2007
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0
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106
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Behr K., Gol'shtejn E.G., Sokolov N.A. (2000): Ob ispol'zovanii metoda urovnej dlya minimizatsii vypuklykh funktsij, ne vse znacheniya kotorykh konechny // Ehkonomika i mat. metody. T. 36. № 4.

Behr K., Gol'shtejn E.G., Sokolov N.A. (2001): Metod otyskaniya sedlovoj tochki funktsii, oblast' opredeleniya kotoroj soderzhitsya v mnogogrannike // Ehkonomika i mat. metody. T. 37. № 3.