Solving variational inequality problems, modeling via JuMP
Author chkwon
17 Stars
Updated Last
1 Year Ago
Started In
April 2016


Build Status Build status Coverage Status

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


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?

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