A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities

DOI10.1137/0327064MaRDI QIDQ3032098zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Dussault, P. Marcotte

Publication date 1989

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0327064

zbMATH Keywords

global and quadratic convergencelinear approximations of constraintsmonotone variational inequalitiesNewton methodsequential linear programming

Mathematics Subject Classification ID

Variational inequalities (49J40) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Mathematical programming (90C99)

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• A globally convergent Newton method for solving strongly monotone variational inequalities
• Smoothness properties of a regularized gap function for quasi-variational inequalities
• A successive linear programming algorithm for nonsmooth monotone variational inequalities
• A tri-dimensional filter SQP algorithm for variational inequality problems
• The Alternating Step Method for Monotropic Programming on the Connection Machine CM-2
• Natural gas bilevel cash-out problem: convergence of a penalty function method
• Column Generation Algorithms for Nonlinear Optimization, I: Convergence Analysis
• Merit functions: a bridge between optimization and equilibria
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• Convergence of a modified SLP algorithm for the extended linear complementarity problem
• Models and Software for Urban and Regional Transportation Planning: The Contributions of the Center for Research on Transportation
• Optimality conditions for bilevel optimization with variational inequality constraints using approximations
• A descent algorithm for solving monotone variational inequalities and monotone complementarity problems

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