Solving Two-Stage Stochastic Variational Inequalities by a Hybrid Projection Semismooth Newton Algorithm.
Xiaozhou WangXiaojun ChenPublished in: SIAM J. Sci. Comput. (2023)
Keyphrases
- variational inequalities
- primal dual
- learning algorithm
- linearly constrained
- dynamic programming
- worst case
- sensitivity analysis
- newton method
- np hard
- linear programming
- optimal solution
- em algorithm
- energy function
- linear program
- expectation maximization
- convergence rate
- integer programming
- distance transform
- linear programming problems
- linear complementarity problem
- high dimensional
- complementarity problems