Li, M.; Shao, H.; He, B. - In: Mathematical Methods of Operations Research 66 (2007) 2, pp. 183-201
The augmented Lagrangian method is attractive in constraint optimizations. When it is applied to a class of constrained variational inequalities, the sub-problem in each iteration is a nonlinear complementarity problem (NCP). By introducing a logarithmic-quadratic proximal term, the sub-NCP...
