dc.contributor.author | Magnanti, Thomas L. | en_US |
dc.contributor.author | Perakis, Georgia | en_US |
dc.date.accessioned | 2004-05-28T19:27:47Z | |
dc.date.available | 2004-05-28T19:27:47Z | |
dc.date.issued | 1993-05 | en_US |
dc.identifier.uri | http://hdl.handle.net/1721.1/5201 | |
dc.description.abstract | In this paper, we establish global convergence results for projection and relaxation algorithms for solving variational inequality problems, and for the Frank-Wolfe algorithm for solving convex optimization problems defined over general convex sets. The analysis rests upon the condition of f-monotonicity,which we introduced in a previous paper, and which is weaker than the traditional strong monotonicity condition. As part of our development, we provide a new interpretation of a norm condition typically used for establishing convergence of linearization schemes. Applications of our results arize in uncongested as well as congested transportation networks. | en_US |
dc.format.extent | 2044740 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | en_US | en_US |
dc.publisher | Massachusetts Institute of Technology, Operations Research Center | en_US |
dc.relation.ispartofseries | Operations Research Center Working Paper;OR 280-93 | en_US |
dc.title | On the Convergence of Classical Variational Inequality Algorithms | en_US |
dc.type | Working Paper | en_US |