This article is cited in 4 papers

Brief communications

Finite number of iterations in the two-step extragradient method

A. V. Zykina, N. V. Melen'chuk

Chair of Applied Mathematics and Fundamental Information Science, Omsk State Technical University, 11 Mira Ave., Omsk, 644050 Russia

Abstract: We consider two-step extragradient method. This method is used for solving variational inequalities and related problems. We show the convergence of the method in a finite number of iterations when the condition of sharpness is fulfilled.

Keywords: optimization, extragradient method, variational inequality, condition of sharpness.

UDC: 519.853

Presented by the member of Editorial Board: I. V. Konnov
Received: 28.03.2014

 English version: Russian Mathematics (Izvestiya VUZ. Matematika), 2014, 58:9, 62–65

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