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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 2, Pages 234–241 (Mi zvmmf4822)  
This article is cited in 5 scientific papers (total in 5 papers)

Multicriteria equilibrium programming: the extragradient method

A. S. Antipina, L. A. Artem'evab, F. P. Vasil'evb

a Dorodnitsyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
Full-text PDF (241 kB) Citations (5)
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Abstract: Multicriteria equilibrium programming includes as its particular cases mathematical programming, saddle point calculation, the multicriteria search for Pareto solutions, minimization with an equilibrium choice of the feasible set, etc. An extragradient method is proposed for the numerical solution of the multicriteria equilibrium programming problem, and the convergence of this method is examined.
Key words: multicriteria problems, convex programming, saddle point, Pareto point, extragradient method.
Received: 15.06.2009
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 2, Pages 224–230
DOI: https://doi.org/10.1134/S096554251002003X
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Multicriteria equilibrium programming: the extragradient method”, Zh. Vychisl. Mat. Mat. Fiz., 50:2 (2010), 234–241; Comput. Math. Math. Phys., 50:2 (2010), 224–230
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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