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