Modified primal path-following scheme for the monotone variational inequality problem
From MaRDI portal
Publication:1372549
DOI10.1023/A:1022643630525zbMath0890.90170MaRDI QIDQ1372549
Publication date: 22 June 1998
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
variational inequalitiesinterior-point methodbarrier function methodmathematical programmingpath-following methodnetwork equilibrium problem
Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Deterministic network models in operations research (90B10)
Related Items
Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems., Coupling the auxiliary problem principle and epiconvergence theory to solve general variational inequalities
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new polynomial-time algorithm for linear programming
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- A simplicial decomposition method for the transit equilibrium assignment problem
- A general descent framework for the monotone variational inequality problem
- Global linear convergence of a path-following algorithm for some monotone variational inequality problems
- Exploiting special structure in a primal-dual path-following algorithm
- A globally convergent Newton method for solving strongly monotone variational inequalities
- Projection methods for variational inequalities with application to the traffic assignment problem
- Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm
- A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems
- A Polynomial Barrier Algorithm for Linearly Constrained Convex Programming Problems
- Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems
