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Model. Anal. Inform. Sist., 2010, Volume 17, Number 1, Pages 65–75 (Mi mais15)  

This article is cited in 2 scientific papers (total in 2 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

Full text: PDF file (269 kB)
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UDC: 519.95
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

Citation in format AMSBIB
\Bibitem{ZykMel10}
\by A.~V.~Zykina, N.~V.~Melen'chuk
\paper A doublestep extragradient method for solving a resource management problem
\jour Model. Anal. Inform. Sist.
\yr 2010
\vol 17
\issue 1
\pages 65--75
\mathnet{http://mi.mathnet.ru/mais15}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. D. N. Zaporozhets, A. V. Zykina, N. V. Melen'chuk, “Comparative analysis of the extragradient methods for solution of the variational inequalities of some problems”, Autom. Remote Control, 73:4 (2012), 626–636  mathnet  crossref  isi
    2. A. V. Zykina, N. V. Melen'chuk, “Finite number of iterations in the two-step extragradient method”, Russian Math. (Iz. VUZ), 58:9 (2014), 62–65  mathnet  crossref
  • Моделирование и анализ информационных систем
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