Solving Constrained Variational Inequalities via an Interior Point Method.
Tong YangMichael I. JordanTatjana ChavdarovaPublished in: CoRR (2022)
Keyphrases
- variational inequalities
- primal dual
- interior point methods
- linear programming problems
- nonlinear programming
- linear programming
- linearly constrained
- simplex method
- linear program
- convex optimization
- semidefinite programming
- quadratic programming
- approximation algorithms
- convergence rate
- interior point
- sensitivity analysis
- convex sets
- solving problems
- fixed point
- feasible set
- newton method
- nash equilibrium
- special case
- reinforcement learning
- dynamic programming
- game theory