A structure-preserving pivotal method for affine variational inequalities

DOI10.1007/s10107-017-1124-9zbMath1396.90087arXiv1608.03491OpenAlexW2962859621MaRDI QIDQ2413083

Youngdae Kim, Olivier Huber, Michael C. Ferris

Publication date: 6 April 2018

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.03491

zbMATH Keywords

path-following algorithmaffine variational inequalitynormal map

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Extreme-point and pivoting methods (90C49) Numerical methods for variational inequalities and related problems (65K15)

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Uses Software

• UMFPACK
• PATH Solver
• PathAVI
• FCLIB
• Siconos
• LMGC90

Cites Work

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