scientific article; zbMATH DE number 1059236

zbMATH Open0886.90162MaRDI QIDQ4353550FDOQ4353550

Authors: Daniel Ralph, Stephen J. Wright 

Publication date: 18 May 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

monotone variational inequalityconstant rank constraint qualificationinfeasible-interior-point algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cited In (14)

• A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints.
• Long-step interior-point algorithms for a class of variational inequalities with monotone operators
• A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
• Portfolio optimization with entropic value-at-risk
• Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems
• Embedding methods for solving variational inequalities
• Superlinear convergence of a Newton-type algorithm for monotone equations
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• On well-structured convex–concave saddle point problems and variational inequalities with monotone operators
• Perseus: a simple and optimal high-order method for variational inequalities
• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• An interior-point algorithm for the minimization arising from 3D contact problems with friction
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Superlinear convergence of an interior-point method despite dependent constraints

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