Solving Variational Inequality Problems with Linear Constraints by a Proximal Decomposition Algorithm.
Deren HanHong K. LoPublished in: J. Glob. Optim. (2004)
Keyphrases
- decomposition algorithm
- linear constraints
- linearly constrained
- variational inequalities
- quadratic program
- variational inequality problems
- equality constraints
- nonlinear programming
- linear relaxation
- convex sets
- decomposition method
- sensitivity analysis
- working set
- primal dual
- working set selection
- linear program
- boundary conditions
- nash equilibrium