We introduce and study an adaptive finite element method for nonlinear variational problems associated with multivalued operators. This formulation writes the problem in terms of the unknown variable and an extra Lagrange multiplier. The algorithm consists of an Uzawa outer iteration to update the Lagrange multiplier and an elliptic inner iteration for the unknown that is solved using Adaptive FEM. We show linear convergence for the pairs of the finite element spaces. We particularize the results (apply the method) for two specific examples: the Elasto-Plastic Torsion Problem and a Bingham fluid in a Cylindrical Pipe. The numerical experiments were developed with the ALBERTA FEM toolbox.