A Two-Stage Step Size Rule on Improved Prediction-Correction Method for Monotone Nonlinear Variational Inequalities.
Hu ShaoGuodong WangPublished in: CSO (2) (2009)
Keyphrases
- step size
- variational inequalities
- complementarity problems
- convergence rate
- primal dual
- sensitivity analysis
- cost function
- convergence speed
- variational inequality problems
- convex sets
- linear complementarity problem
- set valued
- nonlinear complementarity problem
- nash equilibrium
- fixed point
- semidefinite
- interior point
- upper bound
- wavelet coefficients
- wavelet transform
- line search
- dynamic programming