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New Alternating Direction Method for a Class of Nonlinear Variational Inequality Problems

Author

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  • D.R. Han

    (Nanjing University)

  • H.K. Lo

    (Hong Kong University of Science and Technology)

Abstract

The alternating direction method is an attractive method for a class of variational inequality problems if the subproblems can be solved efficiently. However, solving the subproblems exactly is expensive even when the subproblem is strongly monotone or linear. To overcome this disadvantage, this paper develops a new alternating direction method for cocoercive nonlinear variational inequality problems. To illustrate the performance of this approach, we implement it for traffic assignment problems with fixed demand and for large-scale spatial price equilibrium problems.

Suggested Citation

  • D.R. Han & H.K. Lo, 2002. "New Alternating Direction Method for a Class of Nonlinear Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 112(3), pages 549-560, March.
    • Handle: RePEc:spr:joptap:v:112:y:2002:i:3:d:10.1023_a:1017964015910
    DOI: 10.1023/A:1017964015910
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    References listed on IDEAS

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    1. Anna Nagurney & Padma Ramanujam, 1996. "Transportation Network Policy Modeling with Goal Targets and Generalized Penalty Functions," Transportation Science, INFORMS, vol. 30(1), pages 3-13, February.
    2. Stella Dafermos, 1980. "Traffic Equilibrium and Variational Inequalities," Transportation Science, INFORMS, vol. 14(1), pages 42-54, February.
    3. Sang Nguyen & Clermont Dupuis, 1984. "An Efficient Method for Computing Traffic Equilibria in Networks with Asymmetric Transportation Costs," Transportation Science, INFORMS, vol. 18(2), pages 185-202, May.
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    Cited by:

    1. Min Zhang & Deren Han & Gang Qian & Xihong Yan, 2012. "A New Decomposition Method for Variational Inequalities with Linear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 675-695, March.
    2. Z. K. Jiang & X. M. Yuan, 2010. "New Parallel Descent-like Method for Solving a Class of Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 145(2), pages 311-323, May.
    3. Yu Nie & H. Zhang, 2010. "Solving the Dynamic User Optimal Assignment Problem Considering Queue Spillback," Networks and Spatial Economics, Springer, vol. 10(1), pages 49-71, March.
    4. Malachy Carey & Y. Ge, 2012. "Comparison of Methods for Path Flow Reassignment for Dynamic User Equilibrium," Networks and Spatial Economics, Springer, vol. 12(3), pages 337-376, September.
    5. William W. Hager & Hongchao Zhang, 2020. "Convergence rates for an inexact ADMM applied to separable convex optimization," Computational Optimization and Applications, Springer, vol. 77(3), pages 729-754, December.
    6. Siu, Barbara W.Y. & Lo, Hong K., 2008. "Doubly uncertain transportation network: Degradable capacity and stochastic demand," European Journal of Operational Research, Elsevier, vol. 191(1), pages 166-181, November.
    7. Shen, Liang & Shao, Hu & Wu, Ting & Fainman, Emily Zhu & Lam, William H.K., 2020. "Finding the reliable shortest path with correlated link travel times in signalized traffic networks under uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 144(C).
    8. Lo, Hong K. & Szeto, W.Y., 2005. "Road pricing modeling for hyper-congestion," Transportation Research Part A: Policy and Practice, Elsevier, vol. 39(7-9), pages 705-722.
    9. Li, Min & Liao, Li-Zhi & Yuan, Xiao-ming, 2008. "A modified descent method for co-coercive variational inequalities," European Journal of Operational Research, Elsevier, vol. 189(2), pages 310-323, September.
    10. Han, Deren & Lo, Hong K., 2004. "Solving non-additive traffic assignment problems: A descent method for co-coercive variational inequalities," European Journal of Operational Research, Elsevier, vol. 159(3), pages 529-544, December.
    11. Mounce, Richard & Carey, Malachy, 2011. "Route swapping in dynamic traffic networks," Transportation Research Part B: Methodological, Elsevier, vol. 45(1), pages 102-111, January.

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