The Analytic-Center Cutting-Plane Method for Variational Inequalities: A Quadratic-Cut Approach.
Michel DenaultJean-Louis GoffinPublished in: INFORMS J. Comput. (2005)
Keyphrases
- variational inequalities
- analytic center
- cutting plane method
- primal dual
- feasible set
- semidefinite
- convex sets
- linear programming
- interior point methods
- linear program
- convex optimization
- nonlinear programming
- linear programming problems
- sensitivity analysis
- approximation algorithms
- convergence rate
- objective function
- semidefinite programming
- newton method
- finite number
- valid inequalities
- computational complexity
- interior point
- optimal solution
- quadratic programming
- high dimensional
- fixed point