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Benders decomposition for variational inequalities

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Abstract

The partitioning technique of J.F. Benders, which was generalized to nonlinear programming by Geoffrion, is further generalized to linearly constrained variational inequality problems. The conditions under which such a generalization is possible and appropriate are examined.

An important area of application is the asymmetric traffic assignment problem for which the decomposition assumes a simple and effective form. A computational example demonstrates the algorithm.

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This research was supported in part by NFS grants ECE-8420830 and ECS-8516365.

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Lawphongpanich, S., Hearn, D.W. Benders decomposition for variational inequalities. Mathematical Programming 48, 231–247 (1990). https://doi.org/10.1007/BF01582257

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  • DOI: https://doi.org/10.1007/BF01582257

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