Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
From MaRDI portal
Publication:4509753
DOI10.1137/S1052623499352656zbMath0996.49005OpenAlexW1974180880MaRDI QIDQ4509753
Marc Teboulle, Alfred Auslender
Publication date: 19 October 2000
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623499352656
global convergencevariational inequalitiescomplementarity problemsLagrangian multiplier methodsLagrangian dualityinterior proximal methodslogarithmic-quadratic proximal theory
Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Duality theory (optimization) (49N15)
Related Items (55)
A note on the existence of zeroes of convexly regularized sums of maximal monotone operators ⋮ A cutting hyperplane projection method for solving generalized quasi-variational inequalities ⋮ The interior proximal extragradient method for solving equilibrium problems ⋮ Some proximal algorithms for linearly constrained general variational inequalities ⋮ An self-adaptive LQP method for constrained variational inequalities ⋮ Generalized quasi-variational inequalities: duality under perturbations ⋮ A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities ⋮ A Strictly Contractive Peaceman-Rachford Splitting Method with Logarithmic-Quadratic Proximal Regularization for Convex Programming ⋮ An improved projection method for solving generalized variational inequality problems ⋮ An LQP-based descent method for structured monotone variational inequalities ⋮ An algorithm for solving a multi-valued variational inequality ⋮ Exact penalties for variational inequalities with applications to nonlinear complementarity problems ⋮ A proximal augmented Lagrangian method for equilibrium problems ⋮ A class of Benders decomposition methods for variational inequalities ⋮ Equilibrium seeking and optimal selection algorithms in peer-to-peer energy markets ⋮ An improved projection algorithm for variational inequality problem with multivalued mapping ⋮ Online distributed optimization with strongly pseudoconvex-sum cost functions and coupled inequality constraints ⋮ Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems ⋮ Image space analysis for variational inequalities with cone constraints and applications to traffic equilibria ⋮ Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games ⋮ Generalized multi-cluster game under partial-decision information with applications to management of energy Internet ⋮ A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties ⋮ On approximate KKT condition and its extension to continuous variational inequalities ⋮ Competition and integration in closed-loop supply chain network with variational inequality ⋮ On the \(O(1/t)\) convergence rate of the LQP prediction-correction method ⋮ A self-adaptive descent LQP alternating direction method for the structured variational inequalities ⋮ An improved two-step method for generalized variational inequalities ⋮ Characterizing the nonemptiness and compactness of the solution set of a vector variational inequality by scalarization ⋮ Benders decomposition for a class of variational inequalities ⋮ An operator splitting approach for distributed generalized Nash equilibria computation ⋮ Further study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularization ⋮ A note on augmented Lagrangian-based parallel splitting method ⋮ A hybrid LQP-based method for structured variational inequalities ⋮ An inexact logarithmic-quadratic proximal augmented Lagrangian method for a class of constrained variational inequalities ⋮ A new extragradient method for generalized variational inequality in Euclidean space ⋮ A subgradient extragradient algorithm for solving multi-valued variational inequality ⋮ A new projection algorithm for generalized variational inequality ⋮ Extended LQP method for monotone nonlinear complementarity problems ⋮ Strong convergence of extragradient method for generalized variational inequalities in Hilbert space ⋮ A double projection algorithm for multi-valued variational inequalities and a unified framework of the method ⋮ Self-adaptive projection-based prediction-correction method for constrained variational inequalities ⋮ Augmented Lagrangian methods for variational inequality problems ⋮ Stability analysis of Gauss-type proximal point method for metrically regular mappings ⋮ Double-regularization proximal methods, with complementarity applications ⋮ Subdifferential set of the supremum of lower semi-continuous convex functions and the conical hull intersection property ⋮ Penalty approximation method for a class of elliptic variational inequality problems ⋮ Weak sharpness for set-valued variational inequalities and applications to finite termination of iterative algorithms ⋮ An algorithm for generalized variational inequality with pseudomonotone mapping ⋮ Competitive facility location on decentralized supply chains ⋮ Proximal-point algorithm using a linear proximal term ⋮ Stochastic generalized Nash equilibrium seeking under partial-decision information ⋮ A projection-type method for multivalued variational inequality ⋮ Duality for generalized equilibrium problem ⋮ Some Extragradient Algorithms for Variational Inequalities ⋮ A projection algorithm for set-valued variational inequalities on Hadamard manifolds
This page was built for publication: Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
