Lagrange multipliers, (exact) regularization and error bounds for monotone variational inequalities.
C. CharithaJoydeep DuttaD. Russell LukePublished in: Math. Program. (2017)
Keyphrases
- error bounds
- variational inequalities
- lagrange multipliers
- augmented lagrangian
- linear program
- primal dual
- sensitivity analysis
- constrained optimization
- nonlinear complementarity problem
- theoretical analysis
- worst case
- objective function
- cost function
- convex sets
- fixed point
- rate distortion
- nash equilibrium
- upper bound
- linear programming
- boundary conditions
- regularization term
- game theory
- support vector regression
- optimal solution
- training data
- pairwise
- reproducing kernel hilbert space
- penalty function
- image quality