Comparative analysis of the extragradient methods for solution of the variational inequalities of some problems

  • Authors:
  • D. N. Zaporozhets;A. V. Zykina;N. V. Melen'Chuk

  • Affiliations:
  • Omsk State Technical University, Omsk, Russia;Omsk State Technical University, Omsk, Russia;Omsk State Technical University, Omsk, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2012

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Abstract

Consideration was given to the extragradient methods for solution of the variational inequalities and related problems. The present paper set itself as an object the theoretical substantiation of convergence of the two-step extragradient method intended for solution of the variational inequalities and carrying out computer experiments over some special problems with the aim of comparing the constructed method with the extragradient and gradient methods.