Multicriteria equilibrium programming: Extragradient method
А. С. Антипин, Lyudmila Anatol'evna Artem'eva, Ф. П. Васильев · Computational Mathematics and Mathematical Physics · 2010
Multicriteria equilibrium programming includes as its particular cases mathematical programming, saddle point calculation, the multicriteria search for Pareto solutions, minimization with an equilibrium choice of the feasible set, etc. An extragradient method is proposed for the numerical solution of the multicriteria equilibrium programming problem, and the convergence of this method is examined.