Continuous extragradient method for a parametric multicriteria equilibrium programming problem
Ф. П. Васильев, А. С. Антипин, Lyudmila Anatol'evna Artem'eva · Differential Equations · 2009
We consider a multicriteria equilibrium programming problem including, as special cases, the mathematical programming problem, the problem of finding a saddle point, the multicriteria problem of finding a Pareto point, the minimization problem with an equilibrium choice of an admissible set, etc. We suggest a continuous version of the extragradient method with prediction and analyze its convergence.