A Two-Step Extragradient Method for Variational Inequalities

被引：6

作者：

Zykina, A. V. ^{[1
]}

Melen'chuk, N. V. ^{[1
]}

机构：

[1] Omsk State Tech Univ, Pr Mira 11, Omsk 644050, Russia

来源：

RUSSIAN MATHEMATICS | 2010年 / 54卷 / 09期

关键词：

optimization; extragradiend method; variational inequality; saddle point;

D O I：

10.3103/S1066369X10090082

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we consider an extragradient method for solving variational inequalities and related problems. On each iteration this method makes two trial steps along the gradient, and the value of the gradient at the second point is used at the first point as the iteration direction. We prove the convergence of this method in a general case. For problems with a bilinear functional we prove the geometric convergence rate.

引用

页码：71 / 73

页数：3