On Korpelevich’s extragradient algorithm

  • Nicholas Pischke

    Technische Universität Darmstadt, Germany
On Korpelevich’s extragradient algorithm cover

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We provide quantitative results on the convergence of the extragradient algorithm of Korpelevich in the form of a computable and highly uniform rate of metastability (in the sense of T. Tao) as well as, under a general metric regularity assumption in the sense of U. Kohlenbach, G. López-Acedo and A. Nicolae, even in the form of a rate of convergence.

Cite this article

Nicholas Pischke, On Korpelevich’s extragradient algorithm. Z. Anal. Anwend. 42 (2023), no. 1/2, pp. 117–129

DOI 10.4171/ZAA/1724