BENDERS DECOMPOSITION FOR VARIATIONAL-INEQUALITIES

被引:8
作者
LAWPHONGPANICH, S [1 ]
HEARN, DW [1 ]
机构
[1] UNIV FLORIDA,DEPT IND & SYST ENGN,GAINESVILLE,FL 32611
关键词
Benders decomposition; traffic assignment problem; Variational inequalities;
D O I
10.1007/BF01582257
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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. © 1990 The Mathematical Programming Society, Inc.
引用
收藏
页码:231 / 247
页数:17
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