Exact penalties for variational inequalities with applications to nonlinear complementarity problems

DOI10.1007/s10589-008-9232-3zbMath1208.90173OpenAlexW2093242633MaRDI QIDQ616794

Thiago A. de André, Paulo J. S. Silva

Publication date: 12 January 2011

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-008-9232-3

zbMATH Keywords

semismooth reformulation

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (3)

Exact augmented Lagrangian functions for nonlinear semidefinite programming ⋮ A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties ⋮ Augmented Lagrangian and exact penalty methods for quasi-variational inequalities

Uses Software

• MCPLIB

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A theoretical and numerical comparison of some semismooth algorithms for complementarity problems
• Smooth methods of multipliers for complementarity problems
• A nonsmooth version of Newton's method
• A multiplier method with automatic limitation of penalty growth
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A Continuously Differentiable Exact Penalty Function for Nonlinear Programming Problems with Inequality Constraints
• A New Class of Augmented Lagrangians in Nonlinear Programming
• A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• A special newton-type optimization method
• An exact penalty function for nonlinear programming with inequalities
• Dualization of Generalized Equations of Maximal Monotone Type
• Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
• On a semismooth least squares formulation of complementarity problems with gap reduction
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Exact Penalty Functions in Constrained Optimization
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems

This page was built for publication: Exact penalties for variational inequalities with applications to nonlinear complementarity problems