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

Newton methodsequential linear programmingglobal and quadratic convergencemonotone variational inequalitieslinear approximations of constraints

Mathematics Subject Classification ID

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

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