A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Regularized extragradient method for solving parametric multicriteria equilibrium programming problem”, Zh. Vychisl. Mat. Mat. Fiz., 2010, Volume 50, Number 12,Pages <nobr>2083

This article is cited in 3 papers

Regularized extragradient method for solving parametric multicriteria equilibrium programming problem

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

^a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
^b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia

Abstract: A regularized extragradient method is designed for solving unstable multicriteria equilibrium programming problems. The convergence of the method is investigated, and a regularizing operator is constructed.

Key words: convex programming, multicriteria problems, saddle point, Pareto point, extragradient method, regularization method, regularizing operator.

UDC: 519.626

Received: 27.04.2010