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

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

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Cites work

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Cited in

(4)

• 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
• 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

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