A globally convergent Newton method for solving strongly monotone variational inequalities.
Kouichi TajiMasao FukushimaToshihide IbarakiPublished in: Math. Program. (1993)
Keyphrases
- variational inequalities
- newton method
- globally convergent
- nonlinear programming
- sensitivity analysis
- optimality conditions
- nonlinear complementarity problem
- convex sets
- fixed point
- primal dual
- quadratic programming
- boundary conditions
- nash equilibrium
- upper bound
- linear equations
- autocalibration
- convergence analysis
- regularized least squares
- linear programming
- high dimensional