A Structure-Preserving Pivotal Method for Affine Variational Inequalities

Abstract

This article introduces PATHAVI, a solver for Affine Variational Inequalities (AVI).

Publication
Mathematical Programming B, Volume 168, Issue 1–2, pp 93–121

The author’s contributions are:

  • introduce two new classes of AVI that are processable by PATHAVI
  • numerical experiments that illustrates the improvement given by PATHAVI over PATH