A doublestep extragradient method for solving a resource management problem

Autor: A. V. Zykina, N. V. Melenchuk
Jazyk: English<br />Russian
Rok vydání: 2010
Předmět:
Zdroj: Моделирование и анализ информационных систем, Vol 17, Iss 1, Pp 65-75 (2010)
Druh dokumentu: article
ISSN: 1818-1015
2313-5417
Popis: In the article is proposed a doublestep extragradient method for solving nonintrinsic problems of linear programming, variational inequalities and some related problems. The convergence of this method in general case is proved. The convergence of the method at the rate of geometric progression is proved for the problems of linear programming.
Databáze: Directory of Open Access Journals