Geodesic
A doublestep extragradient method for solving a resource management problem
Modelirovanie i analiz informacionnyh sistem, Tome 17 (2010) no. 1, pp. 65-75.

Voir la notice de l'article provenant de la source Math-Net.Ru

In the article is proposed a doublestep extragradient method for solving nonintrinsic problems of linear programming, variational inequalities and some related problems. The convergence of this method in general case is proved. The convergence of the method at the rate of geometric progression is proved for the problems of linear programming.
Keywords: extragradient method, optimization, saddle point, variational inequality. 
@article{MAIS_2010_17_1_a4,
     author = {A. V. Zykina and N. V. Melen'chuk},
     title = {A doublestep extragradient method  for solving a resource management problem},
     journal = {Modelirovanie i analiz informacionnyh sistem},
     pages = {65--75},
     publisher = {mathdoc},
     volume = {17},
     number = {1},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MAIS_2010_17_1_a4/}
}
TY  - JOUR
AU  - A. V. Zykina
AU  - N. V. Melen'chuk
TI  - A doublestep extragradient method  for solving a resource management problem
JO  - Modelirovanie i analiz informacionnyh sistem
PY  - 2010
SP  - 65
EP  - 75
VL  - 17
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MAIS_2010_17_1_a4/
LA  - ru
ID  - MAIS_2010_17_1_a4
ER  - 
%0 Journal Article
%A A. V. Zykina
%A N. V. Melen'chuk
%T A doublestep extragradient method  for solving a resource management problem
%J Modelirovanie i analiz informacionnyh sistem
%D 2010
%P 65-75
%V 17
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MAIS_2010_17_1_a4/
%G ru
%F MAIS_2010_17_1_a4
A. V. Zykina; N. V. Melen'chuk. A doublestep extragradient method  for solving a resource management problem. Modelirovanie i analiz informacionnyh sistem, Tome 17 (2010) no. 1, pp. 65-75. http://geodesic.mathdoc.fr/item/MAIS_2010_17_1_a4/

[1] I. I. Eremin, Vl. D. Mazurov, N. N. Astafev, Nesobstvennye zadachi lineinogo i vypuklogo programmirovaniya, Nauka, M., 1983, 336 pp. | MR

[2] I. I. Eremin, Protivorechivye modeli optimalnogo planirovaniya, Nauka, M., 1988, 160 pp. | MR

[3] I. I. Eremin, Vl. D. Mazurov, V. D. Skarin, M. Yu. Khachai, Matematicheskie metody v ekonomike, UrO RAN, Ekaterinburg, 2000, 280 pp.

[4] G. M. Korpelevich, “Ekstargradientnyi metod dlya otyskaniya sedlovykh tochek i drugikh zadach”, Ekonomika i matematicheskie metody, 12:4 (1976), 747–756 | MR | Zbl

[5] A. S. Antipin, “Metody resheniya variatsionnykh neravenstv so svyazannymi ogranicheniyami”, Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki, 40:9 (2000), 1291–1307 | MR | Zbl

[6] A. V. Zykina, “Obratnaya dopolnitelnost v modeli upravleniya resursami”, Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki, 48:11 (2008), 1968–1978 | MR

[7] V. F.Demyanov, A. B. Pevnyi, “Chislennye metody otyskaniya sedlovykh tochek”, Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki, 12:5 (1972), 1099–1127