Groupe d’études et de recherche en analyse des décisions


A New Algorithm for Solving Variational Inequalities Over Polyhedra with Application to the Trafic Assignment Problem

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.

, 28 pages