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Cited by 111 publications
(11 citation statements)
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“…The associated line of argumentation mainly follows that one of [6, Sect. 4] (see [7,Appendix] for an instance) for general monotone inclusions, and its origin can date back to [3,16]. Furthermore, by following [9], we also get a linear rate under the assumption of T 's strong monotonicity.…”
Section: Convergencementioning
confidence: 96%
“…The associated line of argumentation mainly follows that one of [6, Sect. 4] (see [7,Appendix] for an instance) for general monotone inclusions, and its origin can date back to [3,16]. Furthermore, by following [9], we also get a linear rate under the assumption of T 's strong monotonicity.…”
Section: Convergencementioning
confidence: 96%
“…This can be understood by noting that the matrix B in the program (19) is positive-definite. This implies that the program belongs to the class convex quadratic programs that are known to have a unique minimizer, Blum and Oettli (1975).…”
Section: No-arbitrage Constraints On the Ivsmentioning
confidence: 99%
“…In the linear case, when a in (1.I) is a bilinear form and thus (4.2) a quadratic programming problem, the convergence of this method was shown in [4]. In the nonlinear case global convergence proofs for the unrestricted problem and a general theory for the restricted problem were given in [21][22][23], [1,20], respectively. Theorem 3.…”
Section: The Optimization Problemmentioning
confidence: 99%