Geodesic
A regularized first-order continuous extragradient method with variable
Numerical methods and programming, Tome 3 (2002) no. 1, pp. 211-221

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A regularized continuous variant of the gradient projection method with prediction in combination with the penalty function method in a space of variable metric is proposed for solving the problems of equilibrium programming. The convergence of a trajectory started at an arbitrary initial point to the normal solution of the problem is proved. A regularizing operator is found.
Keywords: extragradient methods, equilibrium programming, gradient projection method, penalty function method, spaces of variable metric.
Mots-clés : inexact sets 
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     author = {A. S. Antipin and B. A. Budak and F. P. Vasil'ev},
     title = {A regularized first-order continuous extragradient method with variable},
     journal = {Numerical methods and programming},
     pages = {211--221},
     publisher = {mathdoc},
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     number = {1},
     year = {2002},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2002_3_1_a17/}
}
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A. S. Antipin; B. A. Budak; F. P. Vasil'ev. A regularized first-order continuous extragradient method with variable. Numerical methods and programming, Tome 3 (2002) no. 1, pp. 211-221. http://geodesic.mathdoc.fr/item/VMP_2002_3_1_a17/