Article ID: | iaor20123708 |
Volume: | 73 |
Issue: | 4 |
Start Page Number: | 626 |
End Page Number: | 636 |
Publication Date: | Apr 2012 |
Journal: | Automation and Remote Control |
Authors: | Zaporozhets D, Zykina A, Melenchuk N |
Keywords: | optimization |
Consideration was given to the extragradient methods for solution of the variational inequalities and related problems. The present paper set itself as an object the theoretical substantiation of convergence of the two‐step extragradient method intended for solution of the variational inequalities and carrying out computer experiments over some special problems with the aim of comparing the constructed method with the extragradient and gradient methods.