Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations.
Xiaojun ChenRoger J.-B. WetsYanfang ZhangPublished in: SIAM J. Optim. (2012)
Keyphrases
- variational inequalities
- linearly constrained
- sensitivity analysis
- complementarity problems
- nonlinear programming
- convex sets
- hilbert spaces
- variational inequality problems
- set valued
- primal dual
- fixed point
- boundary conditions
- linear complementarity problem
- newton method
- objective function
- linear constraints
- saddle point
- finite number
- nash equilibrium
- lower bound
- optimal solution
- multi agent