Lagrangian-penalization algorithm for constrained optimization and variational inequalities

DOI10.1007/s11228-011-0199-3zbMath1261.65063OpenAlexW1984438671MaRDI QIDQ452269

Juan Peypouquet, Pierre Frankel

Publication date: 20 September 2012

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/128322

zbMATH Keywords

algorithmconvex optimizationvariational inequalitydomain decompositionproximal methodspredictor corrector proximal multiplier method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Variational inequalities (49J40) Decomposition methods (49M27) Numerical methods for variational inequalities and related problems (65K15)

Related Items (3)

A forward–backward penalty scheme with inertial effects for monotone inclusions. Applications to convex bilevel programming ⋮ Lagrangian penalization scheme with parallel forward-backward splitting ⋮ Best Approximation from the Kuhn-Tucker Set of Composite Monotone Inclusions

Uses Software

• PDCO

Cites Work

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