Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach.
Michel DenaultJean-Louis GoffinPublished in: Comput. Oper. Res. (2004)
Keyphrases
- primal dual
- variational inequalities
- linearly constrained
- interior point algorithm
- simplex method
- objective function
- pairwise
- linear programming
- sensitivity analysis
- linear programming problems
- dynamic programming
- linear program
- convergence rate
- linear constraints
- computational complexity
- linear complementarity problem
- upper bound