An extragradient algorithm for solving general nonconvex variational inequalities.
Muhammad Aslam NoorPublished in: Appl. Math. Lett. (2010)
Keyphrases
- objective function
- learning algorithm
- dynamic programming
- quadratic optimization problems
- variational inequalities
- worst case
- special case
- optimal solution
- fixed point
- globally convergent
- computational complexity
- probabilistic model
- optimization problems
- sensitivity analysis
- convergence rate
- primal dual
- higher dimensional
- nonlinear programming
- linearly constrained