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Modelirovanie i Analiz Informatsionnykh Sistem, 2010, Volume 17, Number 1, Pages 65–75
(Mi mais15)
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This article is cited in 3 scientific papers (total in 3 papers)
A doublestep extragradient method for solving a resource management problem
A. V. Zykina, N. V. Melen'chuk Omsk State Technical University
Abstract:
In the article is proposed a doublestep extragradient method for solving nonintrinsic problems of linear programming, variational inequalities and some related problems. The convergence of this method in general case is proved. The convergence of the method at the rate of geometric progression is proved for the problems of linear programming.
Keywords:
extragradient method, optimization, saddle point, variational inequality.
Received: 13.11.2009
Citation:
A. V. Zykina, N. V. Melen'chuk, “A doublestep extragradient method for solving a resource management problem”, Model. Anal. Inform. Sist., 17:1 (2010), 65–75
Linking options:
https://www.mathnet.ru/eng/mais15 https://www.mathnet.ru/eng/mais/v17/i1/p65
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