Solving asymmetric variational inequalities via convex optimization.
Michele AghassiDimitris BertsimasGeorgia PerakisPublished in: Oper. Res. Lett. (2006)
Keyphrases
- convex optimization
- variational inequalities
- primal dual
- convex sets
- nonlinear programming
- linear programming problems
- convex optimization problems
- linearly constrained
- interior point methods
- quadratic program
- low rank
- sensitivity analysis
- total variation
- interior point
- augmented lagrangian
- semidefinite programming
- linear programming
- boundary conditions
- linear constraints
- quadratic programming
- computational complexity
- approximation algorithms
- linear program
- multiresolution