A Pivotal Method for Affine Variational Inequalities
نویسندگان
چکیده
منابع مشابه
A Pivotal Method for Affine Variational Inequalities
We explain and justify a path-following algorithm for solving the equations Af^ix) = a, where A is a. linear transformation from R" to R", C is a polyhedral convex subset of R", and Ac is the associated normal map. When A^ is coherently oriented, we are able to prove that the path following method terminates at the unique solution of A^ix) = a, which is a generalization of the weU known fact th...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1996
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.21.1.44