A noncooperative game is formulated on a transportation network with congestion. The players are associated with origin-destination pairs, and are facing demand functions at their respective destination nodes. A Nash-Cournot equilibrium is defined and conditions for existence and uniqueness of this solution are provided. The asymptotic behavior of the Nash-Cournot equilibrium is then shown to yield (under appropriate assumptions) a total flow vector corresponding to a Wardrop equilibrium.
This paper deals with an application of a variant of Karmarkar's projective algorithm for linear programming to the solution of a generic nondifferentiable minimization problem. This problem is closely related to the Dantzig-Wolfe decomposition technique used in large-scale convex programming. The proposed method is based on a column generation technique defining a sequence of primal linear programming maximization problems. Associated with each problem one defines a weighted potential function which is minimized using a variant of the projective algorithm. When a point close to the minimum of the potential function is reached, a corresponding point in the dual space is constructed, which is close to the analytic center of a polytope containing the solution set of the nondifferentiable optimization problem. An admissible cut of the polytope, corresponding to a new supporting hyperplane of the epigraph of the function to minimize, is then generated at this approximate analytic center. In the primal space this new cut translates into a new column for the associated linear programming problem. The algorithm has performed well on a set of convex nondifferentiable programming problems.projective algorithm, interior point method, cutting plane, decomposition, nondifferentiable optimization
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