Browsing Math Prog Technical Reports by Author "Eckstein, Jonathan"
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Operator Splitting Methods for Monotone Affine Variational Inequalities, with Parallel Application to Optimal Control
Ferris, Michael; Eckstein, Jonathan (1996-07-30)This paper applies splitting techniques developed for set-valued maximal monotone operators to monotone affine variational inequalities, including as a special case the classical linear complementarity problem. We give a ... -
Smooth Methods of Multipliers for Complementarity Problems
Ferris, Michael C.; Eckstein, Jonathan (1998-02)This paper describes several methods for solving nonlinear complementarity problems. A general duality framework for pairs of monotone operators is developed and then applied to the monotone complementarity problem., ...