Appl Math Optim 21:223-241 (1990)
Applied Mathematics
and Optimization
© 1990 Springer-Verlag New York Inc.
An Augmented Lagrangian Technique for Variational Inequalities*
K. Ito 1 and K. Kunisch2
1 Division of Applied Mathematics, Brown University, Providence, RI 02912, USA
2 Institut fiir Mathematik, Technische Universit~it Graz, Kopernikusgasse 24,
A-8010 Graz, Austria
Communicated by J. Stoer
Abstract. A general framework for the treatment of a class of elliptic
variational inequalities by an augmented Lagrangian method, when
inequalities with infinite-dimensional image space are augmented, is
developed. Applications to the obstacle problem, the elastoplastic torsion
problem, and the Signorini problem are given.
1. Introduction
In this paper we develop a general framework for the treatment of a class of
variational inequalities by an augmented Lagrangian method. The variational
inequalities are formulated as optimization problems with inequality constraints
whose image space is infinite dimensional.
While the augmented Lagrangian method has been developed exhaustively
for equality constraints, see, for instance, [Be], IH], [FG], and [G1], much less
is known for the case when inequality constraints are present. If the image space
of the inequality constraint is finite dimensional, inequality constraints can be
treated essentially like equality constraints, provided that the strict complemen-
tarity assumption holds, see, e.g., [Be]. In [IK1] we developed a theory which
* The research of the first author was supported in part by the Air Force Office of Scientific
Research under Grants AFOSR-84-0398 and AFOSR-85-0303, by the National Aeronautics and Space
Administration under Grant NAG-l-1517, and by NSF under Grant No. UINT-8521208. The second
author's research was supported in part by the Fonds zur F/Srderung der wissenschaftlichen Forschung
under $3206 and P6005.