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Numerical methods and programming, 2002, Volume 3, Issue 1, Pages 211–221
(Mi vmp754)
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A regularized first-order continuous extragradient method with variable
metric for solving the problems of equilibrium programming with an inexact set
A. S. Antipina, B. A. Budakb, F. P. Vasil'evb a Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
A regularized continuous variant of the gradient projection method with
prediction in combination with the penalty function method in a space of
variable metric is proposed for solving the problems of equilibrium
programming. The convergence of a trajectory started at an arbitrary initial
point to the normal solution of the problem is proved. A regularizing
operator is found.
Keywords:
extragradient methods, equilibrium programming, inexact sets, gradient projection method, penalty function method, spaces of variable metric.
Citation:
A. S. Antipin, B. A. Budak, F. P. Vasil'ev, “A regularized first-order continuous extragradient method with variable
metric for solving the problems of equilibrium programming with an inexact set”, Num. Meth. Prog., 3:1 (2002), 211–221
Linking options:
https://www.mathnet.ru/eng/vmp754 https://www.mathnet.ru/eng/vmp/v3/i1/p211
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Abstract page: | 155 | Full-text PDF : | 47 |
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