Comparative analysis of the extragradient methods for solution of the variational inequalities of some problems

Comparative analysis of the extragradient methods for solution of the variational inequalities of some problems

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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: , ,
Keywords: optimization
Abstract:

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.

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