traffic.jl

using JuMP, VariationalInequality

# write your own tests here

m = VIPModel()

A = [25; 25; 75; 25; 25]
B = [0.010; 0.010; 0.001; 0.010; 0.010]
T14 = 100
p = 3

@variable(m, h[i=1:p] >= 0)

@mapping(m, F1, A[1]+B[1]*h[1]^2 + A[4]+B[4]*(h[1]+h[2])^2 )
@mapping(m, F2, A[2]+B[2]*(h[2]+h[3])^2 + A[3]+B[3]*h[2]^2 + A[4]+B[4]*(h[1]+h[2])^2 )
@mapping(m, F3, A[2]+B[2]*(h[2]+h[3])^2 + A[5]+B[5]*(h[3])^2 )

@constraint(m, sum(h[i] for i=1:p) == T14)

F = [F1, F2, F3]
@innerproduct(m, F, h)

sol, Fval, gap = solveVIP(m, algorithm=:extra_gradient, max_iter=1000, step_size=0.01)

@assert 0<= gap < 1e-4

@show sol
@show gap