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Variable-Metric Discrete Extragradient Method for Saddle-Point Problems

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The article considers a variable-metric discrete extragradient method to find a saddle point. The method converges in the argument to the set of saddle points.

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References

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Authors and Affiliations

  1. Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia

    B. A. Budak & A.V. Nichiporchuk

Authors
  1. B. A. Budak
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  2. A.V. Nichiporchuk
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Correspondence to B. A. Budak.

Additional information

Translated from Prikladnaya Matematika i Informatika, No. 45, 2014, pp. 84–92.

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Budak, B.A., Nichiporchuk, A. Variable-Metric Discrete Extragradient Method for Saddle-Point Problems. Comput Math Model 26, 204–212 (2015). https://doi.org/10.1007/s10598-015-9268-z

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  • DOI: https://doi.org/10.1007/s10598-015-9268-z

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