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)

Recommendations

• A descent algorithm for solving monotone variational inequalities and monotone complementarity problems
• A successive linear programming algorithm for nonsmooth monotone variational inequalities
• A sequential linear programming method for generalized linear complementarity problem
• scientific article; zbMATH DE number 167196
• An algorithm to solve variational inequalities in the linear case

Cited in

(22)

• A hybrid method for solving variational inequality problems
• A unified description of iterative algorithms for traffic equilibria
• Natural gas bilevel cash-out problem: convergence of a penalty function method
• Merit functions: a bridge between optimization and equilibria
• A descent algorithm for solving monotone variational inequalities and monotone complementarity problems
• A general descent framework for the monotone variational inequality problem
• A natural gas cash-out problem: a bilevel programming framework and a penalty function method
• An extended descent framework for variational inequalities
• A tri-dimensional filter SQP algorithm for variational inequality problems
• Merit functions: a bridge between optimization and equilibria
• A globally convergent Newton method for solving strongly monotone variational inequalities
• Homotopy method for solving variational inequalities
• Exact and inexact penalty methods for the generalized bilevel programming problem
• New variants of bundle methods
• Column Generation Algorithms for Nonlinear Optimization, I: Convergence Analysis
• A class of gap functions for variational inequalities
• Family of perturbation methods for variational inequalities
• The Alternating Step Method for Monotropic Programming on the Connection Machine CM-2
• Smoothness properties of a regularized gap function for quasi-variational inequalities
• 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
• A successive linear programming algorithm for nonsmooth monotone variational inequalities

This page was built for publication: A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3032098)