Benders decomposition for variational inequalities

Benders decomposition for variational inequalities

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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: ,
Abstract:

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.

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