A Solution Method for Semidefinite Variational Inequality with Coupled Constraints

Li Wang, Shiyun Wang

Abstract


The semidefinite variational inequalities with coupled constraints are introduced. The properties of the symmetric matrices value functions that form coupled constraints are discussed. A method involving the augmented Lagrange function is proposed for solving the semidefinite variational inequalities with coupled constraints. The convergence of the method is proved.

Keywords


Semidefinite variational inequalities; Couple constraints; Augmented Lagrange function

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eISSN 0975-8607; pISSN 0976-5905