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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2002 Volume 3, Issue 1, Pages 211–221 (Mi vmp754)

A regularized first-order continuous extragradient method with variable metric for solving the problems of equilibrium programming with an inexact set

A. S. Antipina, B. A. Budakb, F. P. Vasil'evb

a Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: 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, inexact sets, gradient projection method, penalty function method, spaces of variable metric.

UDC: 517.988.68:519.85



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