This package implements solution algorithms for solving finite-dimensional variational inequality (VI) problems. This package is an extension of the JuMP.jl package.
Other Related Packages
Implementing the Diagonalization algorithm, as a simple experiment.
Implementing the convex optimization method of Aghassi et al. (2006)
Implementing the projection algorithm of Solodov and Svaiter (1999) and check the performance.
Interior-point method for VI?