A Doublestep Extragradient Method for Solving a Problem
of the Management of Resources

A. V. Zykina and N. V. Melen’chuk

Omsk State Technical University, Omsk, Russia

e-mail: avzykina@mail.ru, melenchuknv@gmail.com

Received November 13, 2009

Abstract—A doublestep extragradient method for solving nonintrinsic problems of linear program-
ming, variational inequalities, and some related problems is presented in the article. The convergence of
this method in the general case is proved. The convergence of the method at the rate of geometric pro-
gression is proved for the problems of linear programming.

Keywords: extragradient method, optimization, saddle point, variational inequality

DOI: 10.3103/S0146411611070170

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