Skip to main content
Log in

Comparative analysis of the extragradient methods for solution of the variational inequalities of some problems

  • Applications of Mathematical Programming
  • Published:
Automation and Remote Control Aims and scope Submit manuscript

Abstract

Consideration was given to the extragradient methods for solution of the variational inequalities and related problems. The present paper set itself as an object the theoretical substantiation of convergence of the two-step extragradient method intended for solution of the variational inequalities and carrying out computer experiments over some special problems with the aim of comparing the constructed method with the extragradient and gradient methods.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Antipin, A.S., On the Method of Convex Programming Using a Symmetrical Modification of the Lagrange Function, Ekon. Mat. Metody, 1976, vol. 12, no. 6, pp. 1164–1173.

    MATH  Google Scholar 

  2. Korpelevich, G.M., Extragradient Method to Seek the Saddle Points and Other Problems, Ekon. Mat. Metody, 1976, vol. 12, no. 4, pp. 747–756.

    MathSciNet  MATH  Google Scholar 

  3. Khobotov, E.N., On a Modification of the Extragradient Method for Solution of the Variational Inequalities and Some Optimization Problems, Zh. Vychisl. Mat. Mat. Fiz., 1987, vol. 27, no. 10, pp. 1462–1473.

    MathSciNet  Google Scholar 

  4. Konnov, I.V., Combined Relaxation Methods for Seeking the Equilibrium Points and Solution of the Related Problems, Izv. Vyssh. Uchebn. Zaved., Mat., 1993, no. 2, pp. 46–53.

  5. Antipin, A.S., Equilibrium Programming: Gradient-type Methods, Autom. Remote Control, 1997, vol. 58, part 2, no. 8, pp. 1337–1347.

    MathSciNet  Google Scholar 

  6. Popov, L.D., On Schemes of Formation of the Leading Sequence in the Regularized Extragradient Method of Solution of the Variational Inequalities, Izv. Vyssh. Uchebn. Zaved., Mat., 2004, no. 1, pp. 70–79.

  7. Zykina, A.V., Inverse Complementarity in the Model of Resource Control, Zh. Vychisl. Mat. Mat. Fiz., 2008, vol. 48, no. 11, pp. 1968–1978.

    MathSciNet  Google Scholar 

  8. Melen’chuk, N.V., Two-step Extragradient Method to Solve Saddle Problems, Omsk. Nauch. Vestn., 2009, no. 3, pp. 33–36.

  9. Zykina, A.V. and Melen’chuk, N.V., Two-step Extragradient Method for the Resource Control Problems, Model. Anal. Inf. Sist., 2010, vol. 17, no. 1, pp. 65–75.

    Google Scholar 

  10. Zykina, A.V. and Melen’chuk, N.V., Two-step Extragradient Method for Variational Inequalities, Izv. Vyssh. Uchebn. Zaved., Mat., 2010, no. 9, pp. 82–85.

  11. Xiu, N. and Zhang, J., Some Recent Advances in Projection-type Methods for Variational Inequalities, J. Comput. Appl. Math., 2003, vol. 152, pp. 559–585.

    Article  MathSciNet  MATH  Google Scholar 

  12. Konnov, I.V., Combined Relaxation Methods for Variational Inequalities, Berlin: Springer, 2001.

    Book  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Original Russian Text © D.N. Zaporozhets, A.V. Zykina, N.V. Melen’chuk, 2012, published in Avtomatika i Telemekhanika, 2012, No. 4, pp. 32–46.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zaporozhets, D.N., Zykina, A.V. & Melen’chuk, N.V. Comparative analysis of the extragradient methods for solution of the variational inequalities of some problems. Autom Remote Control 73, 626–636 (2012). https://doi.org/10.1134/S0005117912040030

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0005117912040030

Keywords

Navigation