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.
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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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Marcotte, P. A new algorithm for solving variational inequalities with application to the traffic assignment problem. Mathematical Programming 33, 339–351 (1985). https://doi.org/10.1007/BF01584381
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DOI: https://doi.org/10.1007/BF01584381