Displaying similar documents to “Projection iterative schemes for general variational inequalities.”

Augmented Lagrangian methods for variational inequality problems

Alfredo N. Iusem, Mostafa Nasri (2010)

RAIRO - Operations Research

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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...