A Frank-Wolfe-Type Theorem for Cubic Programs and Solvability for Quadratic Variational Inequalities.
Tran Van NghiNguyen Nang TamPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- variational inequalities
- primal dual
- linearly constrained
- globally convergent
- sensitivity analysis
- complementarity problems
- hilbert spaces
- variational inequality problems
- nonlinear programming
- convex sets
- linear complementarity problem
- fixed point
- set valued
- nash equilibrium
- linear program
- linear programming
- lipschitz continuity
- convex optimization
- objective function
- boundary conditions
- saddle point
- newton method
- computational complexity
- convergence rate
- finite number
- linear programming problems
- approximation algorithms
- line search
- mixture model
- special case