On the multiplier-penalty-approach for quasi-variational inequalities (Q344924)

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On the multiplier-penalty-approach for quasi-variational inequalities
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    On the multiplier-penalty-approach for quasi-variational inequalities (English)
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    25 November 2016
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    The author generalizes the method by Pang and Fukushima for quasi-variational inequalities in several respects: (a) inexact KKT-points of the resulting subproblems are computed; (b) the existing convergence theory is improved; (c) some special classes of quasi-variational inequalities are investigated. Numerical results are presented.
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    quasi-variational inequalities
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    multiplier-penalty approach
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    global convergence
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    augmented Lagrangian
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    extended Mangasarian-Fromovitz constraint qualification
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    constant positive linear dependence constraint qualification
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    monotone mappings
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    convergence
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    numerical result
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