Benders decomposition for variational inequalities

Variational inequalities (49J40) Decomposition methods (49M27) Transportation, logistics and supply chain management (90B06) Deterministic network models in operations research (90B10) Nonlinear programming (90C30) Programming involving graphs or networks (90C35)

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A variational inequality problem of the following type is considered: find \((x^*,y^*)\in S=\{(x,y)\); \(A_ 1x+A_ 2y=b\), \(x\in X\), \(y\in Y\}\) such that \(<C_ 1(x^*),x-x^*>+<C_ 2(y^*),y-y^*>\geq 0\) for every (x,y)\(\in S\). Here X and Y are subsets of finite-dimensional spaces, \(A_ 1\) and \(A_ 2\) are linear mappings, \(C_ 1\) and \(C_ 2\) are continuous mappings and \(<,>\) is the scalar product. The authors generalize the decomposition technique of Benders to the above problem with linear constraints. The approach is applied for the decomposition of the traffic assignment problem and is illustrated by a computational example.

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