Modification of the extra-gradient method for solving variational inequalities and certain optimization problems

DOI10.1016/0041-5553(87)90058-9zbMath0665.90078OpenAlexW2069356606WikidataQ105583522 ScholiaQ105583522MaRDI QIDQ3818137

E. N. Khobotov

Publication date: 1987

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(87)90058-9

zbMATH Keywords

variational inequalitiesNash equilibriumsaddle pointsextra-gradient methodconvex- concave functions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) 2-person games (91A05)

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