Gâteaux differentiability of the dual gap function of a variational inequality.
Zili WuSoon-Yi WuPublished in: Eur. J. Oper. Res. (2008)
Keyphrases
- variational inequalities
- primal dual
- sensitivity analysis
- variational inequality problems
- complementarity problems
- nonlinear complementarity problem
- set valued
- convex sets
- newton method
- fixed point
- hilbert spaces
- lipschitz continuity
- linear complementarity problem
- traffic assignment
- feasible set
- sufficient conditions
- linear programming
- nash equilibrium
- convex optimization
- high dimensional
- boundary conditions
- approximation algorithms
- game theory
- fischer burmeister
- np hard