Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone.

Alfred Auslender

Published in: Optim. Methods Softw. (2003)

Keyphrases

semidefinite
convex sets
complementarity problems
variational inequalities
semidefinite programming
finite number
convex optimization
primal dual
sufficient conditions
interior point methods
convex relaxation
finite dimensional
convex hull
higher dimensional
sensitivity analysis
special case