A Solution Method for Semidefinite Variational Inequality with Coupled Constraints
DOI:
https://doi.org/10.26713/cma.v4i1.161Keywords:
Semidefinite variational inequalities, Couple constraints, Augmented Lagrange functionAbstract
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.Downloads
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Wang, L., & Wang, S. (2013). A Solution Method for Semidefinite Variational Inequality with Coupled Constraints. Communications in Mathematics and Applications, 4(1), 39-48. https://doi.org/10.26713/cma.v4i1.161




