An Implementable Augmented Lagrangian Method for Solving Second-Order Cone Constrained Variational Inequalities

DOI10.1142/S0217595922500300MaRDI QIDQ6053533zbMATH OpenOpenAlexFDO

Authors

Publication date 19 October 2023

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595922500300

zbMATH Keywords

augmented Lagrangian methodinexact Newton methodsecond-order cone constrained variational inequalities

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

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• A novel gradient-based neural network for solving convex second-order cone constrained variational inequality problems
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• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Multiplier and gradient methods
• Neural network for solving SOCQP and SOCCVI based on two discrete-type classes of SOC complementarity functions
• Neural networks for solving second-order cone constrained variational inequality problem
• Smoothing functions for second-order-cone complementarity problems
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• Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
• The multiplier method of Hestenes and Powell applied to convex programming
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

Cited in

(4)

• Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
• On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
• An augmented Lagrangian method exploiting an active-set strategy and second-order information
• An augmented Lagrange method for the second-order cone coupled constrained variational inequality problem

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