VariationalInequality.jl

This package implements solution algorithms for solving finite-dimensional variational inequality (VI) problems. This package is an extension of the JuMP.jl package.

Documentation

• Read the Documentation.

Other Related Packages

• TrafficAssignment.jl - Solving the variational inequality problem arising in computing the network user equilibrium

• Complementarity.jl - Modeling and solving complementarity problems

To Do

• Implementing the Diagonalization algorithm, as a simple experiment.

• Implementing the convex optimization method of Aghassi et al. (2006)

• Implementing the projection algorithm of Solodov and Svaiter (1999) and check the performance.

• Interior-point method for VI?