Optimistic Dual Extrapolation for Coherent Non-monotone Variational Inequalities.
Chaobing SongZhengyuan ZhouYichao ZhouYong JiangYi MaPublished in: NeurIPS (2020)
Keyphrases
- variational inequalities
- primal dual
- proximal point
- nonlinear complementarity problem
- linear programming
- sensitivity analysis
- nonlinear programming
- linear program
- variational inequality problems
- convex optimization
- hilbert spaces
- complementarity problems
- set valued
- semidefinite programming
- linear complementarity problem
- interior point methods
- convex sets
- approximation algorithms
- saddle point
- convergence rate
- fixed point
- linearly constrained
- superlinear convergence
- newton method
- boundary conditions
- interior point
- upper bound
- markov random field
- nash equilibrium
- worst case
- multi agent