On the multiplier-penalty-approach for quasi-variational inequalities
From MaRDI portal
Publication:344924
DOI10.1007/s10107-015-0973-3zbMath1354.65141OpenAlexW2183421806MaRDI QIDQ344924
Publication date: 25 November 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0973-3
convergenceglobal convergencequasi-variational inequalitiesaugmented Lagrangiannumerical resultmonotone mappingsconstant positive linear dependence constraint qualificationextended Mangasarian-Fromovitz constraint qualificationmultiplier-penalty approach
Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
Related Items (12)
Nonsingularity and stationarity results for quasi-variational inequalities ⋮ The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints ⋮ Unicidad para problemas de cuasi-equilibrio ⋮ Recent Trends and Views on Elliptic Quasi-Variational Inequalities ⋮ Augmented Lagrangian and exact penalty methods for quasi-variational inequalities ⋮ Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and Their Practical Implications ⋮ A new algorithm to solve the generalized Nash equilibrium problem ⋮ Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods ⋮ An augmented Lagrangian method for cardinality-constrained optimization problems ⋮ Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems ⋮ Towards tractable constraint qualifications for parametric optimisation problems and applications to generalised Nash games ⋮ Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
- On a smooth dual gap function for a class of quasi-variational inequalities
- The semismooth Newton method for the solution of quasi-variational inequalities
- Solving strongly monotone variational and quasi-variational inequalities
- A relaxed constant positive linear dependence constraint qualification and applications
- Strongly nonlinear quasivariational inequalities
- Backward SDEs with constrained jumps and quasi-variational inequalities
- An iterative scheme for a class of quasi variational inequalities
- Generalized Nash games and quasi-variational inequalities
- Nouvelles méthodes en contrôle impulsionnel
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- A Newton method for a class of quasi-variational inequalities
- Local uniqueness and convergence of iterative methods for nonsmooth variational inequalities
- Variational and quasi-variational inequalities in mechanics
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Solving quasi-variational inequalities via their KKT conditions
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- A class of gap functions for quasi-variational inequality problems
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- Smoothness properties of a regularized gap function for quasi-variational inequalities
- Penalty Methods for the Solution of Generalized Nash Equilibrium Problems
- The reciprocal variational approach to the Signorini problem with friction. Approximation results
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Optimization and nonsmooth analysis
- The Generalized Quasi-Variational Inequality Problem
- An elliptic quasi-variational inequality with gradient constraints and some of its applications
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices
- Shape Optimization in Contact Problems with Coulomb Friction
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Two New Weak Constraint Qualifications and Applications
- A Sequential Minimization Technique for Elliptic Quasi-variational Inequalities with Gradient Constraints
- Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
- First-order methods for certain quasi-variational inequalities in a Hilbert space
- Parabolic Quasi-variational Inequalities with Gradient-Type Constraints
- Practical Augmented Lagrangian Methods for Constrained Optimization
- Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes
- Generalized Nash equilibrium problems
This page was built for publication: On the multiplier-penalty-approach for quasi-variational inequalities
