A lagrangian penalty function method for monotone variational inequalities
Lê Dũng Mưu, W. Oettli · Numerical Functional Analysis and Optimization · 1989
A Lagrange-type penalty function method is proposed for a class of variational inequalities. The penalty function may have both positive and negative values. Each penalized subproblem is required to be solved only approximately. A condition under which a Lagrangian penalty function is exact, and an estimate for the penalty coefficient are given.