Convergence of a subgradient extragradient algorithm for solving monotone variational inequalities.
Jun YangHongwei LiuGuaiwei LiPublished in: Numer. Algorithms (2020)
Keyphrases
- linear complementarity problem
- variational inequalities
- computational complexity
- convergence rate
- objective function
- constrained optimization
- worst case
- probabilistic model
- learning algorithm
- linear programming
- primal dual
- graphical models
- expectation maximization
- em algorithm
- resource allocation
- fixed point
- sensitivity analysis
- bayesian framework
- dynamic programming
- np hard
- nonlinear programming