A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities

DOI10.1137/0327064zbMath0689.90069OpenAlexW2017040431MaRDI QIDQ3032098

Jean-Pierre Dussault, Patrice Marcotte

Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0327064

zbMATH Keywords

Newton methodmonotone variational inequalitiessequential linear programmingglobal and quadratic convergencelinear approximations of constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Variational inequalities (49J40) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Mathematical programming (90C99)

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