An analytic center cutting plane method for pseudomonotone variational inequalities.
Jean-Louis GoffinPatrice MarcotteDaoli ZhuPublished in: Oper. Res. Lett. (1997)
Keyphrases
- variational inequalities
- analytic center
- cutting plane method
- primal dual
- feasible set
- interior point methods
- linear programming
- nonlinear programming
- sensitivity analysis
- linear program
- convex optimization
- linear programming problems
- approximation algorithms
- convex sets
- newton method
- convergence rate
- semidefinite programming
- nash equilibrium
- boundary conditions
- special case
- fixed point
- interior point
- np hard