Extragradient methods for searching for equilibrium points in the parametric problem of equilibrium programming
Lyudmila Anatol'evna Artem'eva · Computational Mathematics and Mathematical Physics · 2014
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.