| dc.creator |
Magnanti, Thomas L. |
|
| dc.creator |
Perakis, Georgia |
|
| dc.date |
2004-05-28T19:27:47Z |
|
| dc.date |
2004-05-28T19:27:47Z |
|
| dc.date |
1993-05 |
|
| dc.date.accessioned |
2013-10-09T02:38:24Z |
|
| dc.date.available |
2013-10-09T02:38:24Z |
|
| dc.date.issued |
2013-10-09 |
|
| dc.identifier |
http://hdl.handle.net/1721.1/5201 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
|
| dc.description |
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. |
|
| dc.format |
2044740 bytes |
|
| dc.format |
application/pdf |
|
| dc.language |
en_US |
|
| dc.publisher |
Massachusetts Institute of Technology, Operations Research Center |
|
| dc.relation |
Operations Research Center Working Paper;OR 280-93 |
|
| dc.title |
On the Convergence of Classical Variational Inequality Algorithms |
|
| dc.type |
Working Paper |
|