Abstract
In this paper, we develop the augmented Lagrangian theory and duality theory for variational inequality problems. We propose also decomposition methods based on the augmented Lagrangian for solving complex variational inequality problems with coupling constraints.
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Zhu, D. Augmented Lagrangian Theory, Duality and Decomposition Methods for Variational Inequality Problems. Journal of Optimization Theory and Applications 117, 195–216 (2003). https://doi.org/10.1023/A:1023664709604
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DOI: https://doi.org/10.1023/A:1023664709604