A Doublestep Extragradient Method for Solving a Problem of the Management of Resources

A. V. Zykina; N. V. Melenchuk

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A Doublestep Extragradient Method for Solving a Problem of the Management of Resources

机译：解决资源管理问题的双步渐进方法

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摘要

A doublestep extragradient method for solving nonintrinsic problems of linear programming, variational inequalities, and some related problems is presented in the article. The convergence of this method in the general case is proved. The convergence of the method at the rate of geometric progression is proved for the problems of linear programming.

机译：本文提出了一种求解线性规划，变分不等式和一些相关问题的非内在问题的双步渐进方法。证明了该方法在一般情况下的收敛性。对于线性规划问题，证明了该方法在几何级数上的收敛性。

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《Automatic Control and Computer Sciences》 |2011年第7期|共8页
作者
A. V. Zykina; N. V. Melenchuk;
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正文语种 eng
中图分类自动控制理论;
关键词
Extragradient method; Optimization; Saddle point; Variational inequality;

机译：超梯度法;优化;鞍点;变分不等式;

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A Doublestep Extragradient Method for Solving a Problem of the Management of Resources

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