A modified augmented Lagrangian method for a class of monotone variational inequalities

DOI10.1016/S0377-2217(03)00385-0zbMath1067.90152MaRDI QIDQ1876157

Hai Yang, Bing-sheng He, Chen-Song Zhang

Publication date: 16 August 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Variational inequalityNonlinear programmingAugmented Lagrangian method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Variational inequalities (global problems) in infinite-dimensional spaces (58E35)

Related Items

A Stackelberg game management model of the urban public transport ⋮ An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function ⋮ Levitin-Polyak well-posedness of variational inequality problems with functional constraints ⋮ An asymmetric proximal decomposition method for convex programming with linearly coupling constraints ⋮ An improved general extra-gradient method with refined step size for nonlinear monotone variational inequalities ⋮ Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem ⋮ A projection-based prediction-correction method for structured monotone variational inequalities ⋮ Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization ⋮ A two-stage prediction-correction method for solving monotone variational inequalities ⋮ A non-interior-point smoothing method for variational inequality problem ⋮ A heuristic algorithm for network equilibration ⋮ A proximal augmented method for semidefinite programming problems ⋮ Competitive facility location on decentralized supply chains ⋮ A subgradient proximal method for solving a class of monotone multivalued variational inequality problems ⋮ A globally and locally superlinearly convergent inexact Newton-GMRES method for large-scale variational inequality problem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Test examples for nonlinear programming codes
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
• Solving a class of asymmetric variational inequalities by a new alternating direction method
• Inexact implicit methods for monotone general variational inequalities
• Network economics: a variational inequality approach
• A hybrid Newton method for solving the variational inequality problem via the D-gap function
• A class of projection and contraction methods for monotone variational inequalities
• A globally convergent Newton method for solving strongly monotone variational inequalities
• Application Of Khobotov’s Algorithm To Variational Inequalities And Network Equilibrium Problems
• Two-Metric Projection Methods for Constrained Optimization
• A relaxed projection method for variational inequalities
• Projected gradient methods for linearly constrained problems
• Constraint qualifications in maximization problems
• On the basic theorem of complementarity