This package implements solution algorithms for solving finite-dimensional variational inequality (VI) problems. This package is an extension of the JuMP.jl package.
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TrafficAssignment.jl - Solving the variational inequality problem arising in computing the network user equilibrium
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Complementarity.jl - Modeling and solving complementarity problems
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Implementing the Diagonalization algorithm, as a simple experiment.
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Implementing the convex optimization method of Aghassi et al. (2006)
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Implementing the projection algorithm of Solodov and Svaiter (1999) and check the performance.
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Interior-point method for VI?