Application of Khobotov’s algorithm to variational inequalities and network equilibrium problems

Application of Khobotov’s algorithm to variational inequalities and network equilibrium problems

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Article ID: iaor1992704
Country: Canada
Volume: 29
Issue: 4
Start Page Number: 258
End Page Number: 270
Publication Date: Nov 1991
Journal: INFOR
Authors:
Keywords: gradient methods, networks
Abstract:

This paper proposes a primal-dual implementation of Khobotov’s algorithm for solving monotone variational inequalities over subsets of Rn. Besides its theoretical appeal, the algorithm lends itself nicely to a network implementation. An estimate of the local rate of convergence is given and numerical examples are presented.

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