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A doublestep extragradient method for solving a problem of the management of resources

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Abstract

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.

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Authors and Affiliations

  1. Omsk State Technical University, Omsk, Russia

    A. V. Zykina & N. V. Melen’chuk

Authors
  1. A. V. Zykina
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  2. N. V. Melen’chuk
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Correspondence to A. V. Zykina.

Additional information

Original Russian Text © A.V. Zykina, N.V. Melen’chuk, 2010, published in Modelirovanie i Analiz Informatsionnykh Sistem, 2010, No. 1, pp. 65–75.

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Zykina, A.V., Melen’chuk, N.V. A doublestep extragradient method for solving a problem of the management of resources. Aut. Conrol Comp. Sci. 45, 452–459 (2011). https://doi.org/10.3103/S0146411611070170

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  • DOI: https://doi.org/10.3103/S0146411611070170

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