Local Linear Convergence of an Outer Approximation Projection Method for Variational Inequalities.
Shu LuSudhanshu SinghPublished in: J. Optim. Theory Appl. (2011)
Keyphrases
- projection method
- variational inequalities
- proximal point
- linear complementarity problem
- convex sets
- globally convergent
- sensitivity analysis
- complementarity problems
- nonlinear programming
- variational inequality problems
- primal dual
- set valued
- harmonic functions
- fixed point
- hilbert spaces
- newton method
- approximation algorithms
- nash equilibrium
- quasi newton
- saddle point
- convergence rate
- sufficient conditions
- linearly constrained
- low dimensional
- convergence analysis
- discriminant analysis
- game theory
- super resolution
- linear constraints
- lipschitz continuity
- finite number
- special case
- high dimensional