Solving variational inequality problems, modeling via JuMP
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VariationalInequality.jl

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

Documentation

Other Related Packages

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?