Mathematical Programming

, Volume 41, Issue 1, pp 29–59

Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities

  • Patrick T. Harker
Article

DOI: 10.1007/BF01580752

Cite this article as:
Harker, P.T. Mathematical Programming (1988) 41: 29. doi:10.1007/BF01580752

Abstract

This paper presents an acceleration step for the linearly convergent diagonalization and projection algorithms for finite-dimensional variational inequalities which is reminiscent of a PARTAN step in nonlinear programming. After establishing the convergence of this technique for both algorithms, several numerical examples are presented to illustrate the sometimes dramatic savings in computation time which this simple acceleration step yields.

Key words

Variational inequalitiesiterative methodscomplementarity problemsNash equilibriatraffic equilibriaspatial price equilibria

Copyright information

© The Mathematical Programming Society, Inc. 1988

Authors and Affiliations

  • Patrick T. Harker
    • 1
  1. 1.Department of Decision Sciences, The Wharton SchoolUniversity of PennsylvaniaPhiladelphiaUSA