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https://github.com/chkwon/variationalinequality.jl

Solving variational inequality problems, modeling via JuMP
https://github.com/chkwon/variationalinequality.jl

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Solving variational inequality problems, modeling via JuMP

Host: GitHub
URL: https://github.com/chkwon/variationalinequality.jl
Owner: chkwon
License: other
Created: 2016-04-07T13:50:01.000Z (over 8 years ago)
Default Branch: master
Last Pushed: 2018-11-05T15:12:29.000Z (about 6 years ago)
Last Synced: 2024-08-12T07:35:28.136Z (3 months ago)
Language: Julia
Homepage:
Size: 59.6 KB
Stars: 17
Watchers: 4
Forks: 3
Open Issues: 1
Metadata Files:
- Readme: README.md
- License: LICENSE.md

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README

        # VariationalInequality.jl

[![Build Status](https://travis-ci.org/chkwon/VariationalInequality.jl.svg?branch=master)](https://travis-ci.org/chkwon/VariationalInequality.jl)

[![Build status](https://ci.appveyor.com/api/projects/status/yj93tqlm5r51alen?svg=true)](https://ci.appveyor.com/project/chkwon/variationalinequality-jl)

[![Coverage Status](https://coveralls.io/repos/github/chkwon/VariationalInequality.jl/badge.svg?branch=master)](https://coveralls.io/github/chkwon/VariationalInequality.jl?branch=master)

This package implements solution algorithms for solving finite-dimensional [variational inequality](https://en.wikipedia.org/wiki/Variational_inequality) (VI) problems. This package is an extension of the [JuMP.jl](https://github.com/JuliaOpt/JuMP.jl) package.

# Documentation

- [Read the Documentation](http://VariationalInequalityjl.readthedocs.org/).

# Other Related Packages

- [TrafficAssignment.jl](https://github.com/chkwon/TrafficAssignment.jl) - Solving the variational inequality problem arising in computing the network user equilibrium

- [Complementarity.jl](https://github.com/chkwon/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)](http://dx.doi.org/10.1016/j.orl.2005.09.006)

- Implementing the projection algorithm of [Solodov and Svaiter (1999)](http://dx.doi.org/10.1137/S0363012997317475) and check the performance.

- Interior-point method for VI?