A Lagrangian penalty function method for monotone variational inequalities

Muu, Lê D. ; Oettli, Werner

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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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