Augmented Lagrangian and exact penalty methods for quasi-variational inequalities

DOI10.1007/S10589-017-9963-0zbMath1416.90051OpenAlexW2767830072MaRDI QIDQ1744910

Christian Kanzow, Daniel Steck

Publication date: 20 April 2018

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

Full work available at URL: https://doi.org/10.1007/s10589-017-9963-0

zbMATH Keywords

global convergenceaugmented Lagrangian methodfeasibilityquasi-variational inequalityexact penalty

Mathematics Subject Classification ID

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

Related Items (11)

Exact Penalization of Generalized Nash Equilibrium Problems ⋮ Nonsingularity and stationarity results for quasi-variational inequalities ⋮ Brezis pseudomonotonicity is strictly weaker than Ky-Fan hemicontinuity ⋮ An augmented Lagrangian method for quasi-equilibrium problems ⋮ Optimality conditions for nonlinear second-order cone programming and symmetric cone programming ⋮ On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables ⋮ An example comparing the standard and safeguarded augmented Lagrangian methods ⋮ Recent Trends and Views on Elliptic Quasi-Variational Inequalities ⋮ Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods ⋮ On the convergence of inexact augmented Lagrangian methods for problems with convex constraints ⋮ Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces

Uses Software

• ALGENCAN
• QVILIB

Cites Work

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