Benders decomposition for variational inequalities |
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| Authors: | Siriphong Lawphongpanich D W Hearn |
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| Institution: | (1) Department of Operations Research, Naval Postgraduate School, 93943 Monterey, CA, USA;(2) Department of Industrial and Systems Engineering, University of Florida, 32611 Gainesville, FL, USA |
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| 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.This research was supported in part by NFS grants ECE-8420830 and ECS-8516365. |
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| Keywords: | Variational inequalities Benders decomposition traffic assignment problem |
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