Two new inequalities are established, first of which describes a class of strongly convex differentiable functions, second inequality links three any points of set for any convex function, alwyas supposing that gradients of these functions subjected to the Lipschitz conditions. For minimization of functions over convex sets is formulated differential (continuous) the gradient projection method of first and second order with projection operator of a point onto a permissible set. In convex case the convergence of trajectories to optimal solution is proved, estimates of convergence rate for continuous methods are given. A equilibrium programming problem is formulated, where a solution of it is a fixed point of extreme mapping. In particular, a equilibrium problem includes a n-person game with Nash equilibrium. It is shown that the equilibrium problem can always be splitted on a sum of two problems one of which is saddle problem and other is a optimiztion one. New inequality is offered, with the help of which it is possible to describe the positive semi-definite class of equilibrium problems. The theory of methods to compute fixed points of this class problems is developed. The theory offered includes extragradient and extraproximal approaches, Newton-type methods and regularization and penalty function methods (the latter are developed in the co-authorship with F. P. Vasil'ev). It is shown that the offered theory is fundamentals to develop methods of the solution of n-person non-zero-sum games. The convergence to Nash equilibrium for two-person non-zero-sum game for extragradient and extraproximal methods are proved.
Biography
Graduated from Faculty of Mathematics and Mechanics of M. V. Lomonosov Moscow State University (MSU) in 1967 (department of numerical methods). Ph.D. thesis was defended in 1979. D.Sci. thesis was defended in 1991. A list of my works contains more than 90 titles. Since 1995 I and F. P. Vasil'ev have led the research seminar at MSU on optimization methods.
In 2000 I was awarded the prize of International Akademic Publishing Company "Nauka/Interpereodica" for a series of papers on development of consept of equilibrium programming problem.
Main publications:
Antipin A. Gradient approach of computing fixed points of equilibrium problems // Journal of Global Optimization. 2001, 1–25.
Antipin A. Gradient-Type Method for Equilibrium Programming Problems with Coupled Constraints // Yugoslav Journal of Operations research. 2000. V. 10, no. 2, 1–15.
Antipin A. Differential equations for equilibrium problems with coupled constraints // Nonlinear Analysis, 2001, V. 47, 1833–1844.
A. S. Antipin, E. V. Khoroshilova, “Dynamics, phase constraints, and linear programming”, Zh. Vychisl. Mat. Mat. Fiz., 60:2 (2020), 177–196; Comput. Math. Math. Phys., 60:2 (2020), 184–202
A. S. Antipin, E. V. Khoroshilova, “Feedback synthesis for a terminal control problem”, Zh. Vychisl. Mat. Mat. Fiz., 58:12 (2018), 1973–1991; Comput. Math. Math. Phys., 58:12 (2018), 1903–1918
A. S. Antipin, “Optimization methods for the sensitivity function with constraints”, Trudy Inst. Mat. i Mekh. UrO RAN, 23:3 (2017), 33–42; Proc. Steklov Inst. Math. (Suppl.), 303, suppl. 1 (2018), 36–44
A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Extragradient method for solving an optimal control problem with implicitly specified boundary conditions”, Zh. Vychisl. Mat. Mat. Fiz., 57:1 (2017), 49–54; Comput. Math. Math. Phys., 57:1 (2017), 64–70
F. P. Vasil'ev, A. S. Antipin, L. A. Artem'eva, “Extragradient method for finding a saddle point in a multicriteria problem with dynamics”, Trudy Inst. Mat. i Mekh. UrO RAN, 22:2 (2016), 71–78; Proc. Steklov Inst. Math. (Suppl.), 297, suppl. 1 (2017), 203–210
2015
7.
A. S. Antipin, E. V. Khoroshilova, “Multicriteria boundary value problem in dynamics”, Trudy Inst. Mat. i Mekh. UrO RAN, 21:3 (2015), 20–29
A. S. Antipin, O. O. Vasilieva, “Dynamic method of multipliers in terminal control”, Zh. Vychisl. Mat. Mat. Fiz., 55:5 (2015), 776–797; Comput. Math. Math. Phys., 55:5 (2015), 766–787
A. S. Antipin, E. V. Khoroshilova, “A Boundary Value Problem of Terminal Control with a Quadratic Criterion of Quality”, Bulletin of Irkutsk State University. Series Mathematics, 8 (2014), 7–28
11.
A. S. Antipin, E. V. Khoroshilova, “Optimal control with connected initial and terminal conditions”, Trudy Inst. Mat. i Mekh. UrO RAN, 20:2 (2014), 13–28; Proc. Steklov Inst. Math. (Suppl.), 289, suppl. 1 (2015), S9–S25
F. P. Vasil'ev, A. S. Antipin, L. A. Artem'eva, “A regularized differential extraproximal method for finding an equilibrium in two-person saddle-point games”, Num. Meth. Prog., 13:1 (2012), 149–160
16.
A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Regularized extraproximal method for finding equilibrium points in two-person saddle-point games”, Zh. Vychisl. Mat. Mat. Fiz., 52:7 (2012), 1231–1241; Comput. Math. Math. Phys., 52:7 (2012), 1007–1016
2011
17.
A. S. Antipin, “The method of modified Lagrange function for optimal control problem”, Bulletin of Irkutsk State University. Series Mathematics, 4:2 (2011), 27–44
F. P. Vasil'ev, E. V. Khoroshilova, A. S. Antipin, “Regularized extragradient method for finding a saddle point in an optimal control problem”, Trudy Inst. Mat. i Mekh. UrO RAN, 17:1 (2011), 27–37; Proc. Steklov Inst. Math. (Suppl.), 275, suppl. 1 (2011), S186–S196
A. S. Antipin, A. I. Golikov, E. V. Khoroshilova, “Sensitivity function: Properties and applications”, Zh. Vychisl. Mat. Mat. Fiz., 51:12 (2011), 2126–2142; Comput. Math. Math. Phys., 51:12 (2011), 2000–2016
A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Extraproximal method for solving two-person saddle-point games”, Zh. Vychisl. Mat. Mat. Fiz., 51:9 (2011), 1576–1587; Comput. Math. Math. Phys., 51:9 (2011), 1472–1482
A. S. Antipin, E. V. Horoshilova, “Extragradient methods for optimal control problems with linear restrictions”, Bulletin of Irkutsk State University. Series Mathematics, 3:3 (2010), 2–20
A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Regularized extragradient method for solving parametric multicriteria equilibrium programming problem”, Zh. Vychisl. Mat. Mat. Fiz., 50:12 (2010), 2083–2098; Comput. Math. Math. Phys., 50:12 (2010), 1975–1989
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
A. S. Antipin, O. A. Popova, “Equilibrium model of a credit market: Statement of the problem and solution methods”, Zh. Vychisl. Mat. Mat. Fiz., 49:3 (2009), 465–481; Comput. Math. Math. Phys., 49:3 (2009), 450–465
A. S. Antipin, “Saddle problem and optimization problem as an integrated system”, Trudy Inst. Mat. i Mekh. UrO RAN, 14:2 (2008), 5–15; Proc. Steklov Inst. Math. (Suppl.), 263, suppl. 2 (2008), S3–S14
A. S. Antipin, F. P. Vasil'ev, A. S. Stukalov, “A regularized Newton method for solving equilibrium programming problems with an inexactly specified set”, Zh. Vychisl. Mat. Mat. Fiz., 47:1 (2007), 21–33; Comput. Math. Math. Phys., 47:1 (2007), 19–31
F. P. Vasil'ev, A. S. Antipin, “Methods for solving unstable equilibrium programming problems with coupled variables”, Trudy Inst. Mat. i Mekh. UrO RAN, 12:1 (2006), 48–63; Proc. Steklov Inst. Math. (Suppl.), 253, suppl. 1 (2006), S229–S246
A. S. Antipin, B. A. Budak, F. P. Vasil'ev, “Methods for solving equilibrium programming problems”, Differ. Uravn., 41:1 (2005), 3–11; Differ. Equ., 41:1 (2005), 1–9
A. S. Antipin, O. A. Popova, “A two-person game in mixed strategies as a model of training”, Zh. Vychisl. Mat. Mat. Fiz., 45:9 (2005), 1566–1574; Comput. Math. Math. Phys., 45:9 (2005), 1511–1519
36.
A. S. Antipin, F. P. Vasil'ev, A. Delavarkhalafi, “Regularization methods with penalty functions for finding nash equilibria in a bilinear nonzero-sum two-person game”, Zh. Vychisl. Mat. Mat. Fiz., 45:5 (2005), 813–823; Comput. Math. Math. Phys., 45:5 (2005), 783–793
A. S. Antipin, F. P. Vasil'ev, S. V. Shpirko, “A regularized extragradient method for solving equilibrium programming problems with an inexactly specified set”, Zh. Vychisl. Mat. Mat. Fiz., 45:4 (2005), 650–660; Comput. Math. Math. Phys., 45:4 (2005), 626–636
A. S. Antipin, F. P. Vasil'ev, “Regularized prediction method for solving variational inequalities with an inexactly given set”, Zh. Vychisl. Mat. Mat. Fiz., 44:5 (2004), 796–804; Comput. Math. Math. Phys., 44:5 (2004), 750–758
A. S. Antipin, “Solving Two-Person Nonzero-Sum Games with the Help of Differential Equations”, Differ. Uravn., 39:1 (2003), 12–22; Differ. Equ., 39:1 (2003), 11–22
A. S. Antipin, F. P. Vasil'ev, S. V. Shpirko, “A regularized extra-gradient method for solving the equilibrium programming problems”, Zh. Vychisl. Mat. Mat. Fiz., 43:10 (2003), 1451–1458; Comput. Math. Math. Phys., 43:10 (2003), 1391–1393
A. S. Antipin, B. A. Budak, F. P. Vasil'ev, “A Regularized Continuous Extragradient Method of the First Order with a Variable Metric for Problems of Equilibrium Programming”, Differ. Uravn., 38:12 (2002), 1587–1595; Differ. Equ., 38:12 (2002), 1683–1693
A. S. Antipin, “Multiplier methods in bilinear equilibrium programming with application to nonzero-sum games”, Trudy Inst. Mat. i Mekh. UrO RAN, 8:1 (2002), 3–30; Proc. Steklov Inst. Math. (Suppl.), 2002no. , suppl. 1, S1–S31
44.
A. S. Antipin, F. P. Vasil'ev, “A regularized extragradient method for solving variational inequalities”, Num. Meth. Prog., 3:1 (2002), 237–244
45.
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
46.
A. S. Antipin, F. P. Vasil'ev, “Regularization methods, based on the extension of a set, for solving an equilibrium programming problem with inexact input data”, Zh. Vychisl. Mat. Mat. Fiz., 42:8 (2002), 1158–1165; Comput. Math. Math. Phys., 42:8 (2002), 1115–1122
A. S. Antipin, F. P. Vasil'ev, “A residual method for equilibrium problems with an inexcactly specified set”, Zh. Vychisl. Mat. Mat. Fiz., 41:1 (2001), 3–8; Comput. Math. Math. Phys., 41:1 (2001), 1–6
A. S. Antipin, “Solving variational inequalities with coupling constraints with the use of differential equations”, Differ. Uravn., 36:11 (2000), 1443–1451; Differ. Equ., 36:11 (2000), 1587–1596
A. S. Antipin, “Second-order controlled differential gradient methods for solving equilibrium problems”, Differ. Uravn., 35:5 (1999), 590–599; Differ. Equ., 35:5 (1999), 592–601
52.
A. S. Antipin, F. P. Vasil'ev, “A stabilization method for equilibrium programming problems with an approximately given set”, Zh. Vychisl. Mat. Mat. Fiz., 39:11 (1999), 1779–1786; Comput. Math. Math. Phys., 39:11 (1999), 1707–1714
A. S. Antipin, “The method of splitting differential gradient equations for extremal inclusions”, Differ. Uravn., 33:11 (1997), 1451–1461; Differ. Equ., 33:11 (1997), 1457–1467
58.
A. S. Antipin, “Computation of fixed points of symmetric extremal mappings”, Izv. Vyssh. Uchebn. Zaved. Mat., 1997, no. 12, 3–15; Russian Math. (Iz. VUZ), 41:12 (1997), 1–13
T. V. Amochkina, A. S. Antipin, F. P. Vasil'ev, “Continuous linearization method with a variable metric for problems in convex programming”, Zh. Vychisl. Mat. Mat. Fiz., 37:12 (1997), 1459–1466; Comput. Math. Math. Phys., 37:12 (1997), 1415–1421
A. S. Antipin, “On differential gradient methods of predictive type for computing fixed points of extremal mappings”, Differ. Uravn., 31:11 (1995), 1786–1795; Differ. Equ., 31:11 (1995), 1754–1763
A. S. Antipin, F. P. Vasil'ev, “On a continuous minimization method in spaces with a variable metric”, Izv. Vyssh. Uchebn. Zaved. Mat., 1995, no. 12, 3–9; Russian Math. (Iz. VUZ), 39:12 (1995), 1–6
A. S. Antipin, “Estimates for the rate of convergence of the gradient projection method”, Izv. Vyssh. Uchebn. Zaved. Mat., 1995, no. 6, 16–24; Russian Math. (Iz. VUZ), 39:6 (1995), 14–22
A. S. Antipin, “The convergence of proximal methods to fixed points of extremal mappings and estimates of their rate of convergence”, Zh. Vychisl. Mat. Mat. Fiz., 35:5 (1995), 688–704; Comput. Math. Math. Phys., 35:5 (1995), 539–551
A. S. Antipin, “On the finite convergence of processes to a sharp minimum and a smooth minimum with a sharp derivative”, Differ. Uravn., 30:11 (1994), 1843–1854; Differ. Equ., 30:11 (1994), 1703–1713
A. S. Antipin, “Minimization of convex functions on convex sets by means of differential equations”, Differ. Uravn., 30:9 (1994), 1475–1486; Differ. Equ., 30:9 (1994), 1365–1375
A. S. Antipin, “On models of interaction between manufacturers, consumers, and the transportation system”, Avtomat. i Telemekh., 1989, no. 10, 105–113; Autom. Remote Control, 50:10 (1989), 1391–1398
A. S. Antipin, “An equilibrium problem and methods for its solution”, Avtomat. i Telemekh., 1986, no. 9, 75–82; Autom. Remote Control, 47:9 (1985), 1231–1238
A. S. Antipin, “Extrapolational methods for calculation of a saddle point of Lagrange function and their application to problems with separable block structure”, Zh. Vychisl. Mat. Mat. Fiz., 26:1 (1986), 150–151; U.S.S.R. Comput. Math. Math. Phys., 26:1 (1986), 96