Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach
From MaRDI portal
Publication:1433167
DOI10.1016/S0305-0548(03)00032-7zbMath1049.90100OpenAlexW1994859090MaRDI QIDQ1433167
Jean-Louis Goffin, Michel Denault
Publication date: 15 June 2004
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0305-0548(03)00032-7
Variational inequalitiesAnalytic center cutting plane methodEmissions tradingGreenhouse gasesMarkal-macro modelQuadratic cuts
Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Cites Work
- Unnamed Item
- A polynomial-time algorithm, based on Newton's method, for linear programming
- The gap function of a convex program
- Complementarity problems over cones with monotone and pseudomonotone maps
- On a primal-dual analytic center cutting plane method for variational inequalities
- An analytic center cutting plane method for pseudomonotone variational inequalities
- Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach
- An approach to nonlinear programming
- Ellipsoidal Approximations of Convex Sets Based on the Volumetric Barrier
- Product Positioning Under Price Competition
- Some mathematical results in the pricing of American options
- On constrained optimization by adjoint based quasi-Newton methods
- Modified Projection-Type Methods for Monotone Variational Inequalities
- Complexity Analysis of an Interior Cutting Plane Method for Convex Feasibility Problems
- The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems
