Solving variational inequalities with monotone operators on domains given by Linear Minimization Oracles.
Anatoli B. JuditskyArkadi NemirovskiPublished in: Math. Program. (2016)
Keyphrases
- variational inequalities
- linearly constrained
- convex quadratic programming
- linear constraints
- nonlinear programming
- hilbert spaces
- convex sets
- sensitivity analysis
- complementarity problems
- variational inequality problems
- linear complementarity problem
- fixed point
- nonlinear complementarity problem
- set valued
- objective function
- boundary conditions
- primal dual
- nash equilibrium
- saddle point
- lower bound
- finite dimensional
- convex hull
- hilbert space
- newton method
- probability distribution
- special case
- lipschitz continuity
- multi agent systems
- finite number