TITLE: What is an extragradient method?
QUESTION [6 upvotes]: I've searched Google, but it seems that only research journal papers appear in search results, where some new, improved, or specialized extragradient method is discussed. I've also searched Wikipedia and Wolfram MathWorld.
I would like to perhaps know the straightforward definition of that, instead of deducing it from a number of articles, where the basic/original method is not defined.

REPLY [2 votes]: A good discussion is in this recent preprint: Proximal Reinforcement Learning. They use the same definition as in dragonxlwang's answer, and discuss its relation to the mirror-prox method.