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Continuous Projection Generalized Extra-Gradient Quasi-Newton Second-Order Method for Solving Saddle Point Problems

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Abstract

The paper presents a study of a method for solving saddle point problems for convex-concave smooth functions with Lipschitz partial gradients on a convex closed subset of a finite-dimensional Euclidean space. The convergence and exponential convergence rate of the method are proved using convex analysis.

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Authors and Affiliations

  1. Ulyanovsk State University, 432000, Ulyanovsk, Russia

    V. G. Malinov

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  1. V. G. Malinov
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Correspondence to V. G. Malinov.

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Translated by E. Chernokozhin

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Malinov, V.G. Continuous Projection Generalized Extra-Gradient Quasi-Newton Second-Order Method for Solving Saddle Point Problems. Comput. Math. and Math. Phys. 62, 753–765 (2022). https://doi.org/10.1134/S0965542522050086

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  • DOI: https://doi.org/10.1134/S0965542522050086

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