IDEAS home Printed from https://ideas.repec.org/a/wsi/apjorx/v40y2023i03ns0217595922500300.html
   My bibliography  Save this article

An Implementable Augmented Lagrangian Method for Solving Second-Order Cone Constrained Variational Inequalities

Author

Listed:
  • Yining Sun

    (School of Science, Shenyang Aerospace University, Shenyang 110136, P. R. China)

  • Li Wang

    (School of Science, Shenyang Aerospace University, Shenyang 110136, P. R. China)

  • Juhe Sun

    (School of Science, Shenyang Aerospace University, Shenyang 110136, P. R. China)

  • Bin Wang

    (School of Science, Shenyang Aerospace University, Shenyang 110136, P. R. China)

  • Yanhong Yuan

    (College of Economics and Management, Taiyuan University of Technology, Taiyuan, 030024, P. R. China)

Abstract

In this paper, we construct an implementable augmented Lagrangian method to solve second-order cone constrained variational inequalities (SOCCVI) problem. By considering a special optimization problem that has the same solution as the SOCCVI problem, we obtain different equivalent transformation forms of the SOCCVI problem. Using the equivalent transformation forms and the properties of the projection operators, the augmented Lagrangian method can be established and its global convergence is proved. The inexact Newton method is used to solve the inner problems which arise from the augmented Lagrangian method for solving the numerical examples. Numerical results for three examples are reported to verify the effectiveness of the augmented Lagrangian method for obtaining approximate solutions.

Suggested Citation

  • Yining Sun & Li Wang & Juhe Sun & Bin Wang & Yanhong Yuan, 2023. "An Implementable Augmented Lagrangian Method for Solving Second-Order Cone Constrained Variational Inequalities," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 40(03), pages 1-19, June.
    • Handle: RePEc:wsi:apjorx:v:40:y:2023:i:03:n:s0217595922500300
    DOI: 10.1142/S0217595922500300
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S0217595922500300
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://libkey.io/10.1142/S0217595922500300?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:apjorx:v:40:y:2023:i:03:n:s0217595922500300. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/apjor/apjor.shtml .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.