Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions.
Shuang ChenLi-Ping PangFang-Fang GuoZun-Quan XiaPublished in: Math. Comput. Model. (2012)
Keyphrases
- newton method
- stochastic methods
- variational inequalities
- optimization methods
- sensitivity analysis
- quasi newton
- convergence analysis
- global convergence
- feasible set
- nonlinear programming
- gauss newton
- primal dual
- sufficient conditions
- superlinear convergence
- fixed point
- convex sets
- boundary conditions
- regularized least squares
- linear equations
- nash equilibrium
- linear svm
- cooperative
- quadratic programming
- nonnegative matrix factorization
- sparse representation
- fischer burmeister