Article ID: | iaor19932376 |
Country: | United Kingdom |
Volume: | 43 |
Issue: | 10 |
Start Page Number: | 979 |
End Page Number: | 992 |
Publication Date: | Oct 1992 |
Journal: | Journal of the Operational Research Society |
Authors: | Goh C.J., Boland N., Mees A.I. |
Keywords: | programming: quadratic |
This paper evaluates an algortihm for solving network flow optimization problems with quadratic cost functions. Strategies for fast implementation are discussed and the results of extensive numerical tests are given. The performance of the algorithm measured by CPU time is compared with that of the convex simplex method specialized for quadratic network programming. Performance of the two methods is analysed with respect to network size and density, and other parameters of interest. The algorithm is shown to perform significantly better on the majority of problems. The authors also show how the algorithm may be used to solve non-linear convex network optimization problems by the use of sequential quadratic programming.