A New Decomposition Method for Variational Inequalities with Linear Constraints.
Min ZhangDeren HanGang QianXihong YanPublished in: J. Optim. Theory Appl. (2012)
Keyphrases
- decomposition method
- variational inequalities
- linear constraints
- convex sets
- linearly constrained
- nonlinear programming
- finite number
- sensitivity analysis
- complementarity problems
- convex optimization
- fixed point
- higher dimensional
- decomposition algorithm
- convex hull
- quadratic program
- primal dual
- probability density function
- optimal solution