Parallel and distributed computation: numerical methods
Parallel and distributed computation: numerical methods
Mathematical Programming: Series A and B
On a Primal-Dual Analytic Center Cutting Plane Method for VariationalInequalities
Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part I
A Decomposition Approach for a Class of Economic Equilibrium Models
Operations Research
Alternative Models of Restructured Electricity Systems, Part 1: No Market Power
Operations Research
The Analytic-Center Cutting-Plane Method for Variational Inequalities: A Quadratic-Cut Approach
INFORMS Journal on Computing
Dantzig--Wolfe Decomposition of Variational Inequalities
Computational Economics
Complementarity: Applications, Algorithms and Extensions (Applied Optimization)
Complementarity: Applications, Algorithms and Extensions (Applied Optimization)
Column generation algorithms for nonlinear optimization, II: Numerical investigations
Computers and Operations Research
An analytic center cutting plane method for pseudomonotone variational inequalities
Operations Research Letters
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In this paper, a modification to Dantzig-Wolfe (DW) decomposition algorithm for variational inequality (VI) problems is considered to alleviate the computational burden and to facilitate model management and maintenance. As proposals from DW subproblems are accumulated in the DW master problem, the solution time and memory requirements are increasing for the master problem. Approximation of the DW master problem solution significantly reduces the computational effort required to find the equilibrium. The approximate DW algorithm is applied to a time of use pricing model with realistic network constraints for the Ontario electricity market and to a two-region energy model for Canada. In addition to empirical analysis, theoretical results for the convergence of the approximate DW algorithm are presented.