Dimensionality Reduction of Affine Variational Inequalities Using Random Projections

20 Aug 2014Bharat PrabhakarAnkur A. Kulkarni

We present a method for dimensionality reduction of an affine variational inequality (AVI) defined over a compact feasible region. Centered around the Johnson Lindenstrauss lemma, our method is a randomized algorithm that produces with high probability an approximate solution for the given AVI by solving a lower-dimensional AVI... (read more)

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