Discrete approximation for two-stage stochastic variational inequalities.
Jie JiangHailin SunPublished in: J. Glob. Optim. (2024)
Keyphrases
- variational inequalities
- convex sets
- finite number
- complementarity problems
- sensitivity analysis
- hilbert spaces
- variational inequality problems
- nonlinear programming
- set valued
- finite dimensional
- integer programming
- convex optimization
- primal dual
- fixed point
- continuous functions
- linear program
- linearly constrained
- convex hull
- saddle point
- linear constraints
- special case
- boundary conditions
- linear programming
- linear complementarity problem
- hilbert space
- discrete space
- nash equilibrium