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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2014, Volume 54, Number 12, Pages 1851–1862
DOI: https://doi.org/10.7868/S0044466914120072 (Mi zvmmf10120) 		 
Extragradient methods for searching for equilibrium points in the parametric problem of equilibrium programming

L. A. Artem'eva

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991, Russia
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DOI: https://doi.org/10.7868/S0044466914120072
Abstract: The parametric problem of equilibrium programming is examined. The mathematical programming problem, the search for a saddle-point, the multicriteria search for a Pareto point, etc. are particular cases of this parametric problem. The primal and dual variants of the extragradient method are proposed as a tool for searching for equilibrium points. The convergence of both variants is analyzed.
Key words: convex programming, multicriteria problems, saddle point, Pareto point, primal extragradient method, dual extragradient method.
Received: 15.05.2014
English version:
Computational Mathematics and Mathematical Physics, 2014, Volume 54, Issue 12, Pages 1776–1787
DOI: https://doi.org/10.1134/S0965542514120070
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: L. A. Artem'eva, “Extragradient methods for searching for equilibrium points in the parametric problem of equilibrium programming”, Zh. Vychisl. Mat. Mat. Fiz., 54:12 (2014), 1851–1862; Comput. Math. Math. Phys., 54:12 (2014), 1776–1787
Citation in format AMSBIB
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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