A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities

DOI10.1137/0327064zbMATH Open0689.90069OpenAlexW2017040431MaRDI QIDQ3032098FDOQ3032098

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

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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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