Volume 44, Number 1, January-March 2010
|Page(s)||5 - 25|
|Published online||08 February 2010|
Augmented Lagrangian methods for variational inequality problems
Instituto de Matemática Pura e Aplicada,
Estrada Dona Castorina 110, Rio de Janeiro, RJ, CEP 22460-320, Brazil; firstname.lastname@example.org; email@example.com
We introduce augmented Lagrangian methods for solving finite dimensional variational inequality problems whose feasible sets are defined by convex inequalities, generalizing the proximal augmented Lagrangian method for constrained optimization. At each iteration, primal variables are updated by solving an unconstrained variational inequality problem, and then dual variables are updated through a closed formula. A full convergence analysis is provided, allowing for inexact solution of the subproblems.
Mathematics Subject Classification: 90C47 / 49J35
Key words: Augmented Lagrangian method / equilibrium problem / inexact solution / proximal point method / variational inequality problem
© EDP Sciences, ROADEF, SMAI, 2010
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.