Extragradient methods for searching for equilibrium points in the parametric problem of equilibrium programming

被引：0

作者：

L. A. Artem’eva

机构：

[1] Moscow State University,Faculty of Computational Mathematics and Cybernetics

来源：

Computational Mathematics and Mathematical Physics | 2014年 / 54卷

关键词：

convex programming; multicriteria problems; saddle point; Pareto point; primal extragradient method; dual extragradient method;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：1776 / 1787

页数：11