A self-adaptive projection method with improved step-size for solving variational inequalities.
Xihong YanDeren HanWenyu SunPublished in: Comput. Math. Appl. (2008)
Keyphrases
- step size
- projection method
- variational inequalities
- nonlinear programming
- convergence rate
- primal dual
- linearly constrained
- linear complementarity problem
- cost function
- sensitivity analysis
- convergence speed
- complementarity problems
- convex sets
- linear programming problems
- variational inequality problems
- nash equilibrium
- linear constraints
- fixed point
- line search
- linear programming
- convex optimization
- linear program
- cooperative
- optimal solution
- semidefinite programming
- global convergence
- dynamic programming
- high dimensional