On the multiplier-penalty-approach for quasi-variational inequalities
DOI10.1007/S10107-015-0973-3zbMATH Open1354.65141OpenAlexW2183421806MaRDI QIDQ344924FDOQ344924
Authors: Christian Kanzow
Publication date: 25 November 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0973-3
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- scientific article; zbMATH DE number 4045496
convergenceglobal convergencenumerical resultaugmented Lagrangianmonotone mappingsquasi-variational inequalitiesconstant positive linear dependence constraint qualificationextended Mangasarian-Fromovitz constraint qualificationmultiplier-penalty approach
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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Cited In (16)
- Recent trends and views on elliptic quasi-variational inequalities
- Quasi-variational inequalities in Banach spaces: theory and augmented Lagrangian methods
- A canonical duality approach for the solution of affine quasi-variational inequalities
- Local and global analysis of multiplier methods for constrained optimization in Banach spaces
- Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
- Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
- A new algorithm to solve the generalized Nash equilibrium problem
- Convergence of a generalized penalty and regularization method for quasi-variational-hemivariational inequalities
- Augmented Lagrangian and exact penalty methods for quasi-variational inequalities
- An augmented Lagrangian method for cardinality-constrained optimization problems
- Nonsingularity and stationarity results for quasi-variational inequalities
- Unicidad para problemas de cuasi-equilibrio
- Towards tractable constraint qualifications for parametric optimisation problems and applications to generalised Nash games
- Solving quasi-variational inequalities via their KKT conditions
- QVILIB: A library of quasi-variational inequality test problems
- The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
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