An inexact LQP alternating direction method for solving a class of structured variational inequalities.

Abdellah Bnouhachem M. H. Xu

Published in: Comput. Math. Appl. (2014)

Keyphrases

variational inequalities
linearly constrained
sensitivity analysis
linear complementarity problem
probabilistic model
training samples
statistical methods
objective function
special case
dynamic programming
probability distribution
energy function
quadratic programming
alternating direction