A. S. Antipin, F. P. Vasil'ev, “A regularized extragradient method for solving variational inequalities”, Num. Meth. Prog., 2002, Volume 3, Issue 1,Pages <nobr>237

A regularized extragradient method for solving variational inequalities

A. S. Antipin^a, F. P. Vasil'ev^b

^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 variant of the extragradient method is proposed for solving variational inequalities with inexact operators. A regularizing operator is constructed. Applications of this method to optimization problems, saddle-point problems, and equilibrium programming are briefly discussed.

Keywords: extragradient method, variational inequalities, regularizing operator, optimization problems, saddle-point problems, equilibrium programming.

UDC: 517.988.68: 519.85