A Lagrangian penalty function method for monotone variational inequalities

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URL:	http://ub-madoc.bib.uni-mannheim.de/1988
URN:	urn:nbn:de:bsz:180-madoc-19889
Document Type:	Working paper
Year of publication:	1989
The title of a journal, publication series:	None
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
MADOC publication series:	Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject:	510 Mathematics
Subject headings (SWD):	Penalty-Methode , Variationsungleichung , Monotone Funktion
Keywords (English):	Penalty function method , variationa! inequality , monotonicity , coercivity , exactness , algorithm
Abstract:	A Lagrange-type penalty function method is proposed for a class of variational inequalities. The penalty function may have both positive and negative values. Each penalized subproblem is required to be solved only approximately. A condition under which a Lagrangian penalty function is exact, and an estimate for the penalty coefficient are given.
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Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

BASE: Muu, Lê D. ; Oettli, Werner

Google Scholar: Muu, Lê D. ; Oettli, Werner

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