A Solution Method for Semidefinite Variational Inequality with Coupled Constraints
Li Wang, Shiyun Wang · 2013
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.