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A simulated annealing approach to the network design problem with variational inequality constraints. (English) Zbl 0764.90084

Summary: The equilibrium network design problem can be formulated as a mathematical program with variational inequality constraints. We know this problem is nonconvex; hence, it is difficult to solve for a globally optimal solution. We propose a simulated annealing algorithm for the equilibrium network design problem. We demonstrate the ability of this algorithm to determine a globally optimal solution for two different networks. One of these describes an actual city in the midwestern United States.

MSC:

90C35 Programming involving graphs or networks
90C27 Combinatorial optimization
49J40 Variational inequalities
90-08 Computational methods for problems pertaining to operations research and mathematical programming
90C26 Nonconvex programming, global optimization
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