The article considers a variable-metric discrete extragradient method to find a saddle point. The method converges in the argument to the set of saddle points.
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Translated from Prikladnaya Matematika i Informatika, No. 45, 2014, pp. 84–92.
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Budak, B.A., Nichiporchuk, A. Variable-Metric Discrete Extragradient Method for Saddle-Point Problems. Comput Math Model 26, 204–212 (2015). https://doi.org/10.1007/s10598-015-9268-z
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DOI: https://doi.org/10.1007/s10598-015-9268-z