Application Of Khobotov’s Algorithm To Variational Inequalities And Network Equilibrium Problems
Patrice Marcotte · INFOR Information Systems and Operational Research · 1991
In tbis paper we propose a primal-dual implementation of Khobotov’s algorithm for solving monotone variational inequalities over subsets of Rn. 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.