A globally convergent non-interior point homotopy method for solving variational inequalities.

Yufeng Shang Qing Xu Bo Yu

Published in: Optim. Methods Softw. (2011)

Keyphrases

variational inequalities
globally convergent
linear complementarity problem
newton method
sensitivity analysis
pairwise
support vector machine
objective function
optimal solution
dynamic programming
optimization method
quadratic programming
nonlinear programming