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

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

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Article ID: iaor1990608
Country: United Kingdom
Volume: 27
Start Page Number: 1
End Page Number: 7
Publication Date: Mar 1987
Journal: USSR Computational Mathematics and Mathematical Physics
Authors:
Abstract:

A modified form of the extra-gradient method is considered for solving variational inequalities, finding the saddle points of convex-concave functions under constraints, and finding Nash equilibrium points.

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