On the multiplier-penalty-approach for quasi-variational inequalities.
Christian KanzowPublished in: Math. Program. (2016)
Keyphrases
- variational inequalities
- sensitivity analysis
- primal dual
- nonlinear programming
- interior point methods
- variational inequality problems
- fixed point
- complementarity problems
- set valued
- convex sets
- linear complementarity problem
- hilbert spaces
- linearly constrained
- nash equilibrium
- linear programming
- objective function
- image processing
- penalty function
- np hard
- penalty term
- boundary conditions
- game theory
- linear program
- pairwise
- saddle point
- multi agent