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Rate of convergence for the saddle points of convex-concave functions

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Abstract

In the lines of H. Attouch and R. Wets, two kinds of variational metrics are introduced between closed proper classes of convex-concave functions. The comparison between these two distances gives rise to a metric stability result for the associated saddle-points.

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© 1988 Birkhäuser Verlag Basel

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Aze, D. (1988). Rate of convergence for the saddle points of convex-concave functions. In: Hoffmann, KH., Zowe, J., Hiriart-Urruty, JB., Lemarechal, C. (eds) Trends in Mathematical Optimization. International Series of Numerical Mathematics/Internationale Schriftenreihe zur Numerischen Mathematik/Série internationale d’Analyse numérique, vol 84. Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-9297-1_1

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  • DOI: https://doi.org/10.1007/978-3-0348-9297-1_1

  • Publisher Name: Birkhäuser Basel

  • Print ISBN: 978-3-0348-9984-0

  • Online ISBN: 978-3-0348-9297-1

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