G-2001-26
Strongly Monotone Variational Inequalities with Constraints Given by a Separation Oracle
BibTeX reference
This paper considers a case of strongly monotone variational inequality problems defined over a convex set which is given by a "separation oracle". An analytic center based algorithm that uses a mixture of linear and quadratic cuts is devised to solve this problem and its complexity is established.
Published July 2001 , 13 pages
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