Modified Primal Path-Following Scheme for the Monotone Variational Inequality Problem

J. H. Wu
Additional contact information
J. H. Wu: Université de Montréal

Journal of Optimization Theory and Applications, 1997, vol. 95, issue 1, No 9, 189-208

Abstract: Abstract Recently, several interior-point methods have been developed under a scaled Lipschitz condition which may be strong in general. In this paper, we develop a modified path-following scheme which does not require the above condition. Its global convergence is proved under only the assumptions of monotonicity and differentiability of the mapping. The scheme is adapted to the network equilibrium problem (a nonlinear multicommodity network flow problem) with a simplicial decomposition technique.

Keywords: Mathematical programming; variational inequalities; interior-point method; path-following method; barrier function method; network equilibrium problem (search for similar items in EconPapers)
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1023/A:1022643630525 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:95:y:1997:i:1:d:10.1023_a:1022643630525

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1023/A:1022643630525

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().