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The boundary value problem representing one time step of the primal formulation of elastoplasticity with positive hardening leads to a variational inequality of the second kind with some non-differentiable functional. This paper establishes an adaptive finite element algorithm for the solution of this variational inequality that yields the energy reduction and, up to higher order terms, the $R$-linear convergence of the stresses with respect to the number of loops. Applications include several plasticity models: linear isotropic-kinematic hardening, linear kinematic hardening, and multisurface plasticity as model for nonlinear hardening laws. For perfect plasticity the adaptive algorithm yields strong convergence of the stresses. Numerical examples confirm an improved linear convergence of the stresses. Numerical examples confirm an improved linear convergence rate and study the performance of the algorithm in comparison with the more frequently applied maximum refinement rule.