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Modification of the extra-gradient method for solving variational inequalities and certain optimization problems. (English. Russian original) Zbl 0665.90078

U.S.S.R. Comput. Math. Math. Phys. 27, No. 5, 120-127 (1987); translation from Zh. Vychisl. Mat. Mat. Fiz. 27, No. 10, 1462-1473 (1987).
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.

MSC:

90C30 Nonlinear programming
65K10 Numerical optimization and variational techniques
91A05 2-person games
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