Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
- Patrick T. Harker
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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.
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- Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
Volume 41, Issue 1-3 , pp 29-59
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- Variational inequalities
- iterative methods
- complementarity problems
- Nash equilibria
- traffic equilibria
- spatial price equilibria
- Industry Sectors
- Author Affiliations
- 1. Department of Decision Sciences, The Wharton School, University of Pennsylvania, 19104-6366, Philadelphia, PA, USA