Abstract:
We consider two-step extragradient method. This method is used for solving variational inequalities and related problems. We show the convergence of the method in a finite number of iterations when the condition of sharpness is fulfilled.
Keywords:
optimization, extragradient method, variational inequality, condition of sharpness.
Presented by the member of Editorial Board:I. V. Konnov Received: 28.03.2014
Citation:
A. V. Zykina, N. V. Melen'chuk, “Finite number of iterations in the two-step extragradient method”, Izv. Vyssh. Uchebn. Zaved. Mat., 2014, no. 9, 75–79; Russian Math. (Iz. VUZ), 58:9 (2014), 62–65