Article ID: | iaor1991692 |
Country: | Netherlands |
Volume: | 48 |
Issue: | 2 |
Start Page Number: | 231 |
End Page Number: | 247 |
Publication Date: | Sep 1990 |
Journal: | Mathematical Programming |
Authors: | Lawphongpanich Siriphong, Hearn D.W. |
The partitioning technique of J.F. Benders, which was generalized to nonlinear programming by Geoffrion, is further generalized to linearly constrained variational inequality problems. The conditions under which such a generalization is possible and appropriate are examined. An important area of application is the asymmetric traffic assignment problem for which the decomposition assumes a simple and effective form. A computational example demonstrates the algorithm.