메뉴 건너뛰기




Volumn 95, Issue 1, 1997, Pages 189-208

Modified primal path-following scheme for the monotone variational inequality problem

Author keywords

Barrier function method; Interior point method; Mathematical programming; Network equilibrium problem; Path following method; Variational inequalities

Indexed keywords

FUNCTIONS; LINEAR PROGRAMMING;

EID: 0031487170     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022643630525     Document Type: Article
Times cited : (3)

References (21)
  • 1
    • 0003000071 scopus 로고
    • Complementarity problems
    • Edited by R. Horst and P. M. Pardalos, Kluwer Academic Publishers, Dordrecht, Netherlands
    • PANG, J. S., Complementarity Problems, Handbook of Global Optimization, Edited by R. Horst and P. M. Pardalos, Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 284-313, 1995.
    • (1995) Handbook of Global Optimization , pp. 284-313
    • Pang, J.S.1
  • 2
    • 0026954635 scopus 로고
    • Global linear convergence of a path-following algorithm for some monotone variational inequality problems
    • TSENG, P., Global Linear Convergence of a Path-Following Algorithm for Some Monotone Variational Inequality Problems, Journal of Optimization Theory and Applications, Vol. 75, pp. 265-279, 1992.
    • (1992) Journal of Optimization Theory and Applications , vol.75 , pp. 265-279
    • Tseng, P.1
  • 5
    • 0027543289 scopus 로고
    • A globally convergent Newton Method for solving monotone variational inequalities
    • TAJI, K., FUKUSHIMA, M., and IBARAKI, T., A Globally Convergent Newton Method for Solving Monotone Variational Inequalities, Mathematical Programming, Vol. 58, pp. 369-383, 1993.
    • (1993) Mathematical Programming , vol.58 , pp. 369-383
    • Taji, K.1    Fukushima, M.2    Ibaraki, T.3
  • 6
    • 0040016363 scopus 로고
    • A polynomial barrier algorithm for linearly constrained convex programming problems
    • KORTANEK, K. O., and ZHU, J., A Polynomial Barrier Algorithm for Linearly Constrained Convex Programming Problems, Mathematics of Operations Research, Vol. 1, pp. 116-127, 1993.
    • (1993) Mathematics of Operations Research , vol.1 , pp. 116-127
    • Kortanek, K.O.1    Zhu, J.2
  • 9
    • 84971922797 scopus 로고
    • Interior methods for constrained optimization
    • WRIGHT, M. H., Interior Methods for Constrained Optimization, Acta Numerica, pp. 341-407, 1992.
    • (1992) Acta Numerica , pp. 341-407
    • Wright, M.H.1
  • 10
    • 0000139397 scopus 로고
    • Existence of interior points and interior paths in nonlinear monotone complementarity problems
    • GÜLER, O., Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems, Mathematics of Operations Research, Vol. 1, pp. 128-147, 1993.
    • (1993) Mathematics of Operations Research , vol.1 , pp. 128-147
    • Güler, O.1
  • 11
    • 0027664261 scopus 로고
    • A general descent framework for monotone variational inequality problems
    • Wu, J. H., FLORIAN, M., and MARCOTTE, P., A General Descent Framework for Monotone Variational Inequality Problems, Mathematical Programming, Vol. 61, pp. 281-300, 1993.
    • (1993) Mathematical Programming , vol.61 , pp. 281-300
    • Wu, J.H.1    Florian, M.2    Marcotte, P.3
  • 12
    • 0003630894 scopus 로고
    • Interior-point polynomial algorithms in convex programming
    • SIAM, Philadelphia, Pennsylvania
    • NESTEROV, Y., and NEMIROVSKII, A., Interior-Point Polynomial Algorithms in Convex Programming, SIAM Studies in Applied Mathematics, SIAM, Philadelphia, Pennsylvania, 1994.
    • (1994) SIAM Studies in Applied Mathematics
    • Nesterov, Y.1    Nemirovskii, A.2
  • 13
    • 0000050153 scopus 로고
    • Projection methods for variational inequalities with application to the traffic assignment problem
    • BERTSEKAS, D. P., and GAFNI, E. M., Projection Methods for Variational Inequalities with Application to the Traffic Assignment Problem, Mathematical Programming Study, Vol. 17, pp. 139-159, 1982.
    • (1982) Mathematical Programming Study , vol.17 , pp. 139-159
    • Bertsekas, D.P.1    Gafni, E.M.2
  • 14
    • 0027911624 scopus 로고
    • Exploiting special structure in a primal-dual path-following algorithm
    • CHOI, I. C., and GOLDFARB, D., Exploiting Special Structure in a Primal-Dual Path-Following Algorithm, Mathematical Programming, Vol. 58, pp. 33-52, 1993.
    • (1993) Mathematical Programming , vol.58 , pp. 33-52
    • Choi, I.C.1    Goldfarb, D.2
  • 15
    • 0021286345 scopus 로고
    • Simplicial decomposition of the asymmetric traffic assignment problem
    • LAWPHONGPANICH, S., and HEARN, D. W., Simplicial Decomposition of the Asymmetric Traffic Assignment Problem, Transportation Research, Vol. 18B, pp. 123-133, 1984.
    • (1984) Transportation Research , vol.18 B , pp. 123-133
    • Lawphongpanich, S.1    Hearn, D.W.2
  • 16
    • 34250082544 scopus 로고
    • A simplicial decomposition method for the transit equilibrium assignment problem
    • WU, J. H., and FLORIAN, M., A Simplicial Decomposition Method for the Transit Equilibrium Assignment Problem, Annals of Operations Research, Vol. 44, pp. 245-260, 1993.
    • (1993) Annals of Operations Research , vol.44 , pp. 245-260
    • Wu, J.H.1    Florian, M.2
  • 17
    • 0026882694 scopus 로고
    • Parallel decomposition of multicommodity network flows using linear-quadratic penalty algorithms
    • PINAR, M. C., and ZENOIS, S. A., Parallel Decomposition of Multicommodity Network Flows Using Linear-Quadratic Penalty Algorithms, ORSA Journal on Computing, Vol. 4, pp. 235-248, 1992.
    • (1992) ORSA Journal on Computing , vol.4 , pp. 235-248
    • Pinar, M.C.1    Zenois, S.A.2
  • 18
    • 0026763569 scopus 로고
    • Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
    • FUKUSHIMA, M., Equivalent Differentiable Optimization Problems and Descent Methods for Asymmetric Variational Inequality Problems, Mathematical Programming, Vol. 53, pp. 99-110, 1992.
    • (1992) Mathematical Programming , vol.53 , pp. 99-110
    • Fukushima, M.1
  • 19
    • 51249181779 scopus 로고
    • A new polynomial-time algorithm for linear programming
    • KARMARKAR, N., A New Polynomial-Time Algorithm for Linear Programming, Combinatorica, Vol. 4, pp. 373-395, 1984.
    • (1984) Combinatorica , vol.4 , pp. 373-395
    • Karmarkar, N.1
  • 20
    • 0038831416 scopus 로고
    • An interior-point algorithm for solving entropy optimization problems with globally linear and locally quadratic convergence rate
    • YE, Y., and POTRA, F., An Interior-Point Algorithm for Solving Entropy Optimization Problems with Globally Linear and Locally Quadratic Convergence Rate, SIAM Journal on Optimization, Vol. 3, pp. 843-860, 1993.
    • (1993) SIAM Journal on Optimization , vol.3 , pp. 843-860
    • Ye, Y.1    Potra, F.2
  • 21
    • 0003775305 scopus 로고
    • Prentice-Hall, Englewood Cliffs, New Jersey
    • ZANGWILL, W. I., Nonlinear Programming, Prentice-Hall, Englewood Cliffs, New Jersey, 1969.
    • (1969) Nonlinear Programming
    • Zangwill, W.I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.