G-83-24
A New Algorithm for Solving Variational Inequalities Over Polyhedra with Application to the Trafic Assignment Problem
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The variational inequality problem can be formulated as a nonconvex, nondifferentiable optimization problem. We show that this formulation leads to a convergent algorithm that decreases the "gap" function in a monotone fashion.
Paru en décembre 1983 , 28 pages