A successive linear programming algorithm for nonsmooth monotone variational inequalities.
Giancarlo BigiBarbara PanicucciPublished in: Optim. Methods Softw. (2010)
Keyphrases
- linear programming
- variational inequalities
- primal dual
- dynamic programming
- optimal solution
- objective function
- k means
- learning algorithm
- nonlinear programming
- np hard
- worst case
- computational complexity
- sensitivity analysis
- semidefinite programming
- probabilistic model
- energy function
- convergence rate
- boundary conditions
- quadratic programming