APPLICATION OF KHOBOTOVS ALGORITHM TO VARIATIONAL INEQUALITIES ANT) NETWORK EQUILIBRIUM PROBLEMS
Patrice Marcotte · 1991
In tbis paper we propose a primal-dual implementation of Khobotov's algorithm for solving monotone variational inequalities over subsets of i?. Besides its theoretical appeal, the algorithm lends itself nicely to a network implementation. An estimate of the local rate of convergence is given and numerical examples are presented.