Lagrangian-penalization algorithm for constrained optimization and variational inequalities
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Publication:452269
DOI10.1007/s11228-011-0199-3zbMath1261.65063MaRDI QIDQ452269
Juan Peypouquet, Pierre Frankel
Publication date: 20 September 2012
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/128322
algorithm; convex optimization; variational inequality; domain decomposition; proximal methods; predictor corrector proximal multiplier method
65K05: Numerical mathematical programming methods
90C25: Convex programming
49J40: Variational inequalities
49M27: Decomposition methods
65K15: Numerical methods for variational inequalities and related problems
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