A new algorithm for solving variational inequalities with application to the traffic assignment problem |
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Authors: | Patrice Marcotte |
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Affiliation: | (1) Centre de Recherche sur les Transports, Université de Montréal, Canada |
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Abstract: | The variational inequality problem in Euclidian space is formulated as a nonconvex, nondifferentiable optimization problem. We show that any stationary point is optimal, and we propose a solution algorithm that decreases the nondifferential objective monotonically. Application to the asymmetric traffic assignment problem is considered.Research supported by C.R.S.H. (Canada) grant #410-81-0722-RL and F.C.A.C. (Québec) grant # 83-AS-0026. |
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Keywords: | Variational Inequality Nondifferentiable Optimization Nonconvex Programming Network Optimization |
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