Abstract:
The parametric problem of equilibrium programming is examined. The mathematical programming problem, the search for a saddle-point, the multicriteria search for a Pareto point, etc. are particular cases of this parametric problem. The primal and dual variants of the extragradient method are proposed as a tool for searching for equilibrium points. The convergence of both variants is analyzed.
Key words:convex programming, multicriteria problems, saddle point, Pareto point, primal extragradient method, dual extragradient method.
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