Flåm, Sjur Didrik; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2006
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variational inequalities, exact penalty, subgradient projection, proximal point
algorithm, partial regularization, saddle points … almost as
difficult to handle as the original one. Subgradient projection, with dwindling step-
sizes, has opposite properties … directions, appropriate step sizes are
needed. At this juncture some techniques from subgradient projection methods will
serve us …