Khobotov, E. N. 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. Cited in 1 ReviewCited in 169 Documents MSC: 90C30 Nonlinear programming 65K10 Numerical optimization and variational techniques 91A05 2-person games Keywords:extra-gradient method; variational inequalities; saddle points; convex- concave functions; Nash equilibrium PDFBibTeX XMLCite \textit{E. N. Khobotov}, U.S.S.R. Comput. Math. Math. Phys. 27, No. 5, 120--127 (1987; Zbl 0665.90078); translation from Zh. Vychisl. Mat. Mat. Fiz. 27, No. 10, 1462--1473 (1987) Full Text: DOI