A modified augmented Lagrangian method for a class of monotone variational inequalities.

Bingsheng He Hai Yang Chen-song Zhang

Published in: Eur. J. Oper. Res. (2004)

Keyphrases

variational inequalities
convex sets
sensitivity analysis
nonlinear programming
fixed point
primal dual
convex optimization
finite number
augmented lagrangian method
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